Using SpywareBlaster and other block lists

I looked for, but could not find the answer to this question. Forgive me if it has been answered before.

As I understand, SpywareBlaster, the Spyware Block List from http://www.spywareguide.com/product_list_clsid.php and IE-SPYAD located at http://www.spywarewarrior.com/uiuc/resource.htm all add entries to the Restricted Sites Zone of Internet Explorer.

Is there any benefit to using more than one of these? Are there any issues if you apply more than one of them? If advantageous, what is the best way to merge them?

IE-SPYAD recommends removing their previous entries before applying their new list. (I assume to remove deleted entries.) That leads me to ask these questions. Appreciate any light you can shed on this.