Well, my number one defense has always been (regardless of operating system) to (a) not visit shady websites, (b) adblock, and (c) don't open email attachments from untrusted senders.

I've been using the free version of Sophos (http://www.sophos.com/en-us/products/free-tools/sophos-antiv...) on my MacBook for a year or two now, and haven't seen any problems yet. I'm not sure if that means it works, or if I just haven't caught anything yet.