Yes, they do exist, but this is always a tough question to answer.
The short answer is that currently there aren't very many (any?) OS X viruses in the wild that you need to be concerned with. There's even less spyware, to my knowledge. So, right now, you can get away without running anything, however, if it's worth the peace of mind, I'd recommend clamXav for your anti-virus.
What you should do instead is practice safe browsing habits, turn off "Open Safe Files After Downloading" (in the Safari preferences), and just be generally aware of what's going on in your computer.
You'll be fine - and trust me, when a Mac virus hits, you won't be able to go ANYWHERE without hearing about it.