Keep Ewido, Cleanup!, Ad-aware, CWShredder is fine to keep as well, Keep HJT as well, ( Just remeber not to make any fix's with it unless your advised to )
As far as all the antivirus programs etc that i've downloaded, what do you recommend I keep?
Dowload the latest version of Spybot 1.3. Please check it for updates, Run the program and have it fix anything it finds in Red.
Obviously keep AVG updated,
Not a bad idea to run an online scan once in a while to keep a double check on things,
The rest you can remove,
Lets see what the missing dll warnings are