Most viruses I've ran into that hook themselves into the registry could be found in the "Run" keys (at least this is how it was with Win9x when I had to manually help people remove stuff out of their registry, with NT-based Windows I let AV programs do that dirty work).
In the 9x days the two keys I would find viruses loading from were:
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run
If you're interested in seeing or disabling what is loading from the Run keys you should do it via MSCONFIG instead of REGEDIT as it is easier and safer. Msconfig will let you disable those launch programs and then easily bring them back if something doesn't go right.
But yeah, your best defense is an updated anti-virus program, keep your OS and programs up to date, exercise safe computer habits (especially safe web browsing habits), and if you suspect a virus you can almost always find detailed removal instructions online like Johnz said.
