Never had any kind of protection on my rMBP for the two+ years I've owned this beauty. I constantly download torrents, browse "unsafe" websites, and since I work in IT I know what to stay away from. Gatekeeper is a phenomenal tool and highly under-rated. It's no surprise that most keyloggers and RATS are .exe's which thankfully Mac's don't have to worry about and if you update your Mac even semi-regularly you're good to go. Don't get me wrong, it's easy to pick up adware and junkware if you download enough crap from torrent sites, but they're easy to remove and even easier to avoid. I wouldn't bother with an AV but that's just me.