Its all about smart browsing. Of the computers I have that do run windows - only the ones other people use have an anti virus software on them. I don't even bother on my personal computer, because I'm not one of those people who uses limewire and clicks on "Click here for 10,000 free MP3S!" garbage. Usually after a few months I'll break down and install an anti-virus software, only to have everything check out clean.
I think it is important though, whether you use *nix, Windows, OS X, whatever, is don't get a sense that you are invulnerable to any/every kind of virus/malware, because you'll let your guard down and then end up download and installing something like that hacked iWork