Tracking Changes to a Windows System?

The Watcher asks: "I was at my parents house over the weekend trying to remove various adware/spyware/annoying software, things like Kazaa, Bonzi Buddy, etc.. During this I thought it would be helpful to know things like exactly what files/folders were created/modified and what registry entries were created/modified by an installer program so that I would not have to rely on the supplied uninstaller that only removes a selected subset of what was installed. So what are some preferred utilities out there that work well for this purpose?"