so I take it you don't receive files from Windows users and are you certain that you have not been or are not infected? :whiste:
Really the only thing you need to do is disable the auto-open for downloaded programs in the browser in Safari (or just use Chrome). One of the ways one of the Mac "viruses" was spreading was by auto-launching via automatic browser download. Also, keep it patched with the latest updates (in particular Java, which comes through Apple software updates) and obviously don't type in your password to install programs that you didn't download (about 2 zillion people installed the virus anyway).
And yeah, if you send & receive files from Windows users a lot, it's good to use an antivirus as a good neighbor. I personally don't. The most I've done security-wise is using Little Snitch to regulate what has access to the Internet...it's similar to ZoneAlarm on Windows where you can control & monitor all of the apps that have Internet access on your Mac. Traditionally, people use it to block phone-home apps in hacked software, but it's actually a pretty great security tool. If you do want to try some antivirus, ClamXav is supposed to be pretty good:
http://www.clamxav.com/
So in summary:
1. Disable the auto-open downloaded files setting in Safari, or use Chrome
2. Make sure automatic system updates are enabled
3. (optional) Disable Java from running, unless you specifically need it for something
4. Don't install programs you didn't specifically download, and
especially don't type in your administrative password to install those programs
5. Make sure the Firewall is enabled, or if you really want to monitor what's access the Internet, buy Little Snitch and get fine-grained about access settings
I've been on Macs for a good 7 years now and haven't had any major issues. It's basically just Linux with a pretty GUI, so the core system is pretty tough out of the box security-wise. That's not to say nothing will ever happen, but at the present time things are pretty good. The biggest security failing has been due to Java, which used a software trick (auto-downloaded & auto-opened due to default Safari settings) and then a social engineering trick (your Mac is infected! type in your password to install this software and fix it! and we need your credit card to purchase the full version of this spyware/virus removal software!), although I believe the newer versions bypassed the password-to-install prompt. I think MacDefender was the biggest spyware/virus attack in Apple's history, if you want to do some reading online about it.
Apple has already stopped packaging Flash by default in new Macs, so I wonder how long Java has left to live...unfortunately it's used in a lot of applications (such as LogMeIn), so it's hard to get rid of, so either you have to manually disable it in your browser or make sure your system always has the latest system/Java updates if you want to stay 100% protected.