People always talk about exploits like they're going to be exploited.
Many of these obscure exploits would be very hard to work into some form of malware. Also, any "viruses" or "malware" that people talk about for OS X are very obscure cases or theoritical things, in which it's a) already patched, b) patched within a few days or c) like the Loop.A virus, only "0-30" people are affected (meaning 0-2 are affected), and then the file is taken off the internet (in this case, the file was taken off MacRumors and the thread was locked). In actuality, the Loop.A "virus" didn't do much, all it did was add random code to the iLife apps that didn't do anything.
Any time a company talks about keyloggers or anything of the like, it's usually bull. For instance, I downloaded a free beta of a spyware checker and it came up with nothing. I checked some of the things it listed as "malware," and most of them were taken way out of proportion. For instance, three of the "keyloggers" were actually monitoring software that is used in businesses for their workers, where the app is open, in the dock. You knew it was there, had to open it yourself when you went in in the morning, and you could close it too
IMO you don't need any anti-malware software at all. You're good just the way you are, with the firewall on. :]