ClamX AV will do all the job you need. Steer away from the other AV software, especially Norton. Most of them do more harm than good.
Little Snitch is not AV; it monitors for outgoing connection requests from all applications on your Mac and flags them up for you to allow or deny, temporarily or permanently.
In my opinion it's one of the most useful third-party applications available and I've been using it for nearly eight years now. You'll be surprised what some applications are doing behind your back!
Your router firewall complements this for incoming traffic.
As far as the trojans we're currently finding tailored to Mac users, the only real defence there is the grey matter between your ears. If something pops up out of nowhere that you didn't actively initiate yourself, you can be sure it's a scam. In those cases, don't respond to any messages; just quit (force Quit if necessary) the browser and check for unwanted downloads.
it won't stop the likes of MacGuard from installing itself in the Applications folder as no authentication is asked for that
Actually, it will not install at all if you are a Standard user. The installation will fail if you are not logged in as root or admin.