I'll agree with Paul, but add one little conditional statement of: Yet.
Some day, no one knows when exactly, things will likely change. Someone will figure out a reliable cross platform attack vector and pave the way for all the miscreants of the world to start creating havoc in the Mac world.
So, at least for the time being you can enjoy running your system without any security software installed. However, you should be keeping an eye on the weather, so to speak. Right now the sky is sunny and clear, but somewhere over the horizon some clouds are forming for the coming storm. Keep an eye out for those clouds, and be prepared to board up the windows, etc.
And when that day comes, avoid suites. They are kind of the exception to a number of rules. While it may be convenient to have a single set of programs that are all updated at the same time, they also have a shared code base. That means they all share a potential common attack vector. Someone finds a way to exploit that common code, they can topple the entire suite in one fell swoop. You're much better off having individual programs made by different companies. If one program is compromised, odds are good that attack won't work on the others.
We can also hope that by the time that storm hits, AV companies will have gotten their collective act together with the Mac versions of their products. They've had it a little too good for a little too long in the Windows world. They've gotten lazy, fat, and slow. With the Windows versions blowing goats, I can't imagine why the Mac versions would magically be any better. Not everything will be like MS Office, where the Mac version puts its Windows counterpart to complete and total shame.