I don't know if this is still relevant, but around 2007 or so a buddy and I found the source code for a "research" keylogger trojan online. We compiled and ran it for kicks, and sure enough Avira (which I was using at the time, or was it still called AntiVir?), picked it up almost instantly. We swapped the order of a couple of instructions, recompiled, and glory be: Avira didn't flag it anymore!

Since then I just find the least obtrusive AV and just try to avoid clicking on anything suspicious, because I'm convinced they all offer "meh" protection at best.