Q: Do I need to purchase anti-virus software with Mac OS X Lion operating system?

In General 3rd Party AV Software is Not Required as Mac OS X tends to look after itself.

Read Here  >  Antivirus Discussion

To keep your Mac Happy... See Here...

http://support.apple.com/kb/HT1147

http://www.thexlab.com/faqs/maintainingmacosx.html

Mac OS X: About background maintenance tasks

If you are using Mac OS X Lion 10.7 you already purchased it. Keep it up to date.

Another resource:

Mac Malware Guide