I use Frontline Plus for fleas and ticks (only because I get it for free through work), Heartgard chewables for heartworm, and Drontal for intestinal worms.
You can use Sentinel Spectrum, it is a small beef-flavoured chewable tablet that does fleas, heartworm and all 4 main gastro-intestinal worms. The only problem is that it sterilises fleas, it doesn't kill them. So if you have an existing flea problem you may need to use a product such as Capstar in conjunction with the Sentinel, at least for a little while at first. Also, it doesn't protect against parlysis tick.
Advocate is also pretty good, it does fleas, heartworm and most intestinal worms however it doesn't cover tapeworm - so you'd need to use it in conjunction with a product such as Virbac Tapewormer.