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!).