The largest part of security is the guy/girl sitting in front of the system. If you act stupid, then you'll get infected, hacked, whatever. There are certain principles that will just hold true regardless of platform.
1. Use a "restricted account" for daily work. For Apple this means uncheck the "This User Can Administer The Computer" checkbox, for Windows creating a Restricted Account. When you want to do something in restricted areas the Operating System will bug you for a name and password of an Administrator.
2. Use a good password. There are more than enough tutorials about that on the net, so enjoy.
4. Guard your personals. You may think they are worth "nothing" because you're an average Joe. But I've seen more than enough ID thefts that were used to get domains for spam servers, kiddie porn servers, etc. Ever had spam from yourself?
5. Use a firewall to block access to your network.
6. Not really necessary on the Mac (yet), but keep an eye open for viruses and spyware.
7. And the most important... Use common sense. Will an unknown person send you a love letter? Is it really possible to send in $ 1000.00 and make a cool million of it? If all this were true everyone would be rich, loved, whatever.
Distrust people. Or rather, don't trust them to be beneficent. Everyone has their own agenda, so you will never ever get something for free. The clue is finding out the catch behind it all.
Every Operating System can be broken, but every Operating System can also be secured. I've my Windows systems locked down tight, I have my Macs locked down tight.
Why does everyone resort to market share for security arguments?
The bigger the marketshare, the larger the amount of computers on the net with those exploits and vulnerablilties. The larger the payoff of breaking a system.
I'd bet that there are more *nix servers out there than windows servers, and as far as hackers go - a server is many more times more valuable than someone's game and porn box at home.
There are more *nix servers out on the web, no argument there. But.... In light of what I wrote above, more valuable than home computers? With broadband and people not switching off their systems you have a veritable army out there.
Home users aren't extremely knowledgable about computer security, so easier to break. Once under control, the bad guy can keylog credit cards, passwords, bank numbers, social security numbers and rob you blind. Take your name, adress, etc. to use in shady operations as whois info for domains dealing in illegal stuff. Your computer can be used as a zombie for DDOS attacks, spam relays, webserving illegal content like child porn. The corporate world will be secured a lot better than this.
Wake up and smell the coffee, with OS X slowly climbing out of a niche and becoming a double digit market, you will become interesting for the bad guy to "play with". Simple examples are the slow rise of viruses, spyware (think of DNSChanger), and now rogues (MacSweeper). You will have to become more security aware with a larger userbase. Period.