There's really no need to be paranoid. Here's a simple rule that will keep your Mac malware free: Only install software that you intended to install, downloaded from reputable, known sources.
That means you don't install something just because you were prompted to install it. It also means you don't install software from torrent sites, porn sites, instant messages or emails. For the most part, that means you only download software from the developer's site or from a trusted site like Cnet. If you're not sure about an app, search this forum for the app name and you'll likely find many posts by others who will tell you if it's good to use or not.
As long as you follow that rule, you don't need to worry about malware on your Mac. You don't need any antivirus software to protect Mac OS X from malware. No viruses exist in the wild that can run on Mac OS X, and there never have been any, since it was released 10 years ago. The handful of trojans that exist can be easily avoided with some basic education, common sense and care in what software you install:
Helpful Information for Any Mac User