I hate to sound like "one of those people", but the absolute truth is that after three years of using OS X, having converted from being a Windows user (well, I also used Linux for a few years during the end of my Windows stint) in my past life, I do absolutely nothing differently in terms of my browsing habits and such. And the difference is absolutely staggering.
I have not run into ONE instance of spyware, malware, a trojan or any other malicious intrusion of my OS. I do not run spyware, nor do I run an anti virus app. I'd say this is also true for over 95% of the population here. There are programs which will scan your computer for things of this nature, but the fact is that there are no known viruses in the wild for OS X at the moment.
Some will scream that this is due to "security through obscurity", which is a myth that has run its course for years now. The same can be said about malware, spyware and other nasties. Though the latter (trojans, worms, malware etc) may prove easier to find since the way they make their way to ones computer is a lot different and easier for clever people to make happen.
Be advised however, that no matter how safe someone tells you your OS is from these things, a lot of safety and security issues hinge on something more important than any piece of software... The user.
1. Use very strong passwords
2. Don't use said password every time a pop up asks for it. Make SURE you know why you're typing it and what for.
3. Email: Don't download stuff from people you don't know
4. If you're downloading things from places you KNOW to be illegal, don't go crying to anybody that you don't know what happened.. because you DO.
All of these things apply to ANY operating system.
All that aside, I've spent ZERO time in OS X running programs searching for or deleting any type of spyware. Have a look at the stickies here in the forum. There is plenty of info on this stuff, without me having to babble on about it.
Doug