Does Mac OS X need any Antivirus or Protection Software
OS X itself doesn't need it.
There currently isn't any viruses for Macs, there were a small amount of trojans which Apple tries to keep one safe with built in checks and updates, but one needs to apply some common sense and not download stuff from dubious sources like P2P networks, adult sites, overseas locations, trick popups, or links in posts etc. where the source can't be verified and thrown in jail.
If you have Windows files, then install the free, run as you need ClamXav and that will be good enough to remove/flag infected files.
Always on running anti-virus is bad for Mac's as Apple changes things under the hood and AV software causes OS X to break.
Norton and other AV software shouldn't be installed because it very confining which is required for a insecure machine running Windows XP for instance.
MacKeeper should NOT be installed because of same above and other reasons.
http://applehelpwriter.com/2011/09/21/how-to-uninstall-mackeeper-malware/
Contrary to what Apple would have you believe, their "AppStore's" is not quite as safe a place for software neither. Many are uploading users Address Book information and tracking location data and god knows what else.
Also it's very restrictive, you won't find LittleSnitch, LibreOffice, Firefox, SnapZ Pro X, Tinkertool, OnyX, Lion Tweaks, Carbon Copy Cloner or thousands of other great payware/freeware that many Mac users find essential but Apple deems inappropriate for Mac users to use or prior license(s) means the software is open source and can't be DRMed, like all software there is.
MacUpdate.com in my opinion has the best system to review programs, one simple line description and a rating by other users. Find what you want fast and easy, visually and via search. Links to other like software on the same page with ratings.
Not only that you can visit and deal with the developer directly, use their forums, provide feedback and so forth.
The MacAppStore is a sad joke in comparison, and this "Gatekeeper" implementation in the upcoming 10.8 OS X version to taint all outside sources of software as malicious is just a desperate attempt by Apple to push their already failed system.
Mac users want their choice of varied software sources, only to be warned away of the few bad ones, not confined to a Apple cage.
No controls, no restrictive ecosystem. No annoying selling/promotional attempts by Apple while one is using their Mac.