Well, actually AVG has a heuristic scanner which scans files you or your system accesses (including system files). Files you usually want to scan (in a global scan) can be system files, your documents/user folder, and the place you download files to from the internet. A good thing to know is that stuff you have somewhere on your hdd and don't use a lot don't need to be scanned regularly (e.g. Movie/Music/Photo collections).I have AVG on windows 7 and it works real well. On my machine it takes a long time to scan full computer.
What are the most effective files to continually scan to be most effective.