... mine might need an exception.
What makes your Mac different from millions of others?
Mac ≠ PC
You don't need anything that it doesn't already have.
The App Store will inform you of any recommended OS X updates. When it does, install them, and no, it won't be every single day like Windows. It's more like every few months.
Generally the only reason you would need antivirus for is if you share downloaded files with a PC. You wouldn't want the PC to get a virus from a file you sent to them, which is why I use Sophos Antivirus. It's free and seems to be very good and it doesn't seem to slow my machine down any. Another good ones is ClamXav but it doesn't autoprotect you from viruses, you have to manually scan the files you download and want to share.
As xdunlapx suggested, you might want to use either (or both) Sophos and/or ClamXav. Do not download the version of ClamXav that comes from the App Store as it does not include the 'real time' ClamXav Sentry. Sentry is a part of ClamXav that will scan particular folders that you select - I have it 'gaurding' my Downloads folder and the folder where my emails are stored. It does a very good job and is not intrusive.
While there are no known viruses for the Mac, there is malware out there - I would suggest reading Thomas Reed's excellent Mac Malware Guide. Thomas recommends both Sophos and ClamXav and, for me, he's the resident expert on Mac malware.
Good luck - don't worry too much...
Needless to say i'm not the most cautious downloader
That itself is probably why you had a lot of malware on your old PC, and could lead to a Mac infection as well. The modern internet is a dangerous place, full of people offering tempting treats so that they can steal from you. You must exercise some restraint, and should not install every appealing bit of "crapware" that comes along.
That said, there's really not that much malware for Macs, but there have been two major outbreaks in the last two years that affected large numbers of people. About 1/3 of all Mac malware appeared within the last one year period. So you need to exercise caution more now than ever. At this time, there's no reason to panic, and you can probably get by without anti-virus software. Installing anti-virus software will not protect you against the double-whammy of incautious behavior plus a new threat, though.
For more information, see the guide that Clinton referred you to (thanks, Clinton!).