You only need it if you're running Windows on the computer or frequently exchange files with people running Windows; ClamXav and Sophos are potentially good to use.
1. This comment applies to malicious software ("malware") that's installed unwittingly by the victim of a network attack. It does not apply to software, such as keystroke loggers, that may be installed by an intruder who has hands-on access to the victim's computer. That threat is in a different category, and there's no easy way to defend against it. If you have reason to suspect that you're the target of such an attack, you need expert help.