Short summary: no anti-virus is needed, as there are no Mac viruses. If you are running a Windows partition, THAT partition will need the same anti-virus, anti-spyware, anti-malware arsenal as a normal Windows machine.
As for other "security" measures, common sense handles 99% of it. If you're not sure what you are installing or what is asking for your password, don't give it. DO NOT USE <BLANK> FOR A PASSWORD. Come up with a good non-obvious password. It's important.
Don't pirate software (almost all rogue malware comes from pirated software). Don't be dumb and give Nigerian princes your bank account info. Don't fall for come-ons that promise free porn or free software if you'll just install "this special thing" you've never heard of.
If in doubt, stop and post a question here.