No you do not need any antivirus software. There are no viruses for OS X, that doesn't mean there never will be or the OS X 100% security proof however if anyone has tried no one has been successful to date. There are rare Trojans, these are completely different than viruses though. A trojan must be consciously downloaded and installed by the user, the lesson here is if you get a popup or any type of message indicated you must download something then ignore it. Only download and install from trusted sites.
I would strongly recommend reading Viruses, Trojans, Malware - and other aspects of Internet Security for a excellent overview.
If you are still not convinced then download and install ClamXav, this antivirus software is free, kept up-to-date and is not intrusive like commercial anti-virus products such as Kapersky, Norton, Sophos etc...
If you are compelled to run MS Windows (Boot Camp, Parallels, Fusion) then you should treat that partition as you would any other MS Windows machine. In other words use anti-malware software. One silver lining is if your MS Windows does become diseased this will in no way harm OS X.