Good ideas to remove ones that are duplicates!
Regarding space:  It isn't really an issue of disk space / server space as much as an issue with clutter and download speed:
Every time someone hits "reply" all the smileys are downloaded and hidden.  The more smileys, especially animated ones, the longer it takes to load the reply page.  This is really a bad experience for our dialup friends.
Also, I don't think anybody likes to have to scroll past 50 unused / random smileys to find one that they really use a lot.
Remember, there are TONS of sites that have millions of smileys and give you the BBCode to copy and paste into the forum.  If you have a personal favorite, you can use the code from those sites, or upload the image to your "Uploads" tool here on BYC and always have access to them.
Regarding spyware:  All the smileys that we have listed are simple images and there isn't really a way that they would be spyware.   In general, having smileys is no more of a potential problem than browsing any website on the internet.... they are just a bunch of JPG and GIF images.