That’s not unusual. If you run AVG first, AdAware will find things that AVG missed. And if you run Spybot after that, it will find things the first two both missed. The point is, there is no silver bullet anti-spyware scanner. They all develop their databases independently, and they will all find some things that no others find. I run two or three scanners for a good clean; the old belt-and-suspenders approach.
I’ve been looking for these kind of things recently and, whilst scouting, I came across this article which recommends something called EasyCleaner.
It seems pretty good but the best thing about it is the Finnish guy who invented it is so relentlessly cheerful and his English is quite funny.
When you scan with it, it seems to find more things than anything else I’ve used. Worth doing a registry scan. Also it’s completely free.
Here is a link to a page the reviews some of the best anti-spyware/malware/scumware software around.
Enjoy.
Actually, I did try it in both orders several times, and AdAware never did find anything that AVG didn’t. 
Still, good point.
Right now I actually feel more bogged down by my anti malware than the actual malware :D. Currently have Threatfire, Comodo Firewall, and AVG free, all of which come highly recommended and none of which seem to do single useful thing. Threatfire takes a huge amount of resources and actually locks up my (very fast) computer if I have it run at startup. Comodo gives random popups warning me about everything and anything, and AVG just doesn’t do shit. I’m pretty sure that I have some sort of scumware on my computer, (Processes under Task Manager shows some weird stuff like ten different "svchost.exe"s) so here’s to hoping just one more piece of software will be enough, downloading SUPERAntiSpyware right now.