XProtect (built in to MacOS) takes care of malware in the unlikely event that your Mac system is exposed to malware designed to run in MacOS. Viruses, as others have said, aren't an issue to begin with. So the only good reason to run an anti-virus/anti-malware suite is if you feel your Mac is running too fast, and you want to slow it down some (anti-virus/malware suites are also good at decreasing system stability and making your SSL connections less secure, so there's another use case there).
Facetiousness aside, if you're regularly sending attachments to Windows users there's a legit case to be made for installing some sort of lightweight scanner just to make sure that you're not passing on something that's going to infect their systems. That being said, though, a lot of e-mail providers nowadays scan attachments before they're sent anyway.
When it comes to your own security, just make sure you're not installing software that compromises security (e.g., Flash, Java), and that any software you do install comes from trusted sources---either a trustworthy developer's website, or the Mac app store (I'd recommend the latter in most cases). Any scripts (e.g., AppleScript scripts or Bash scripts) should also come from trusted sources. Oh, and keep your system up to date, of course.