On the matter of malware... 1 simple rule... Use common sense. Even though Windows malware will not infect OSX, the progressively getting more popular OSX will attract malware writers. In other words, be on the lookout for malware (be it virus, spyware, keylogger, trojan, whatever).
Don't trust email. No one will send you a "get rich quick" thing that works, because that would mean they would be rich, and why share the wealth with a complete unknown? That screensaver you got in the mail by Anna Kournikova doing the horizontal dance is not a screensaver, but a trojan trying to lure you into installing. Your friends could be infected as well, so don't trust unrequested attachments. I regularly send my friends a message back with the simple question: "What did you just send, and why?".
Even though there is no OSX specific malware, there is still the open port on your computer so use the OSX firewall, or another one. Unless you want uninvited guests snooping around on your disc(s).
Wireless networks? Restrict access to certain MAC addresses, that way uninvited guests may see you but the router will keep them out. I don't want to deal with that so my network is wired. And it will entertain the cat for hours...
And from your favorite hated place the
10 Immutable Laws of (Computer) Security:
#1: If a bad guy can persuade you to run his program on your computer, it's not your computer anymore
#2: If a bad guy can alter the operating system on your computer, it's not your computer anymore
#3: If a bad guy has unrestricted physical access to your computer, it's not your computer anymore
#4: If you allow a bad guy to upload programs to your website, it's not your website any more
#5: Weak passwords trump strong security
#6: A computer is only as secure as the administrator is trustworthy
#7: Encrypted data is only as secure as the decryption key
#8: An out of date virus scanner is only marginally better than no virus scanner at all
#9: Absolute anonymity isn't practical, in real life or on the Web
#10: Technology is not a panacea