Nothing. Some security programs can actually cause you more problems than they are worth. Best advice is safe internet practices. That's not to say there are no malwares and adwares that can install things on you new Mac. They are out there, just not as common on a Mac. But with safe practices you can avoid them.
I have been using Macs for many years and have never used a security program. Have never had an issue either. I am careful of the sites I visit and the emails I view.