The only 2 apps that must be running are Explorer and the systray. Al others can be shut down.
Now, if your running anti-virus apps. then you might want to leave those running.
Personally, with a good backup plan, you really shold not need to run Anti-virus software 24/7. You could run it once, and close it, Or run it when your downloading software.
If you have a fast enough machine, then you can leave it running. I would suggest something not so intrusive, Nortons and McAfee seem to want to control too much on the machine, more than just virus patrolling.
To stop certain apps from loading, if your version of Windows has it, then run the program msconfig to remove some of the start up applications you do not want running.