Windows 8.1 comes with Microsoft Security Essentials built in (as part of Windows Defender).
But if you install AVG it switches Microsoft Defender off.
The Malwarebytes free product is an "on demand" product (so it will only run when you ask it to) so it is not protecting your PC in real time like AVG is.
But it is worth having this on your PC as it is useful to run it now and again or if you think your PC has a problem.
CCleaner is also an on demand product so will only run when you ask it to (this is not really a security product more a "tidy up" product).
I used to run Adaware years ago but have not done so for ages so I have no idea what extra it brings you.
In your situation I would say AVG, CCleaner and Malwarebytes would be enough.
Note there is an "Acton Centre" in windows which tells you what security software you are running so it is worth looking in there now and again to check all is OK.
http://www.7tutorials.com/introducing-windows-8-how-use-action-center-keep-your-system-secure