First, make sure you can locate it if it's lost or stolen. Activate the Find My iPhone app.
Beyond that, your iOS (phone operating system) already has antivirus and anti-malware protections as part of the iOS.
For your physical protection, get a good-quality case and screen protector. A lot of folks swear by the LifeProof and Incipio brands.
To keep others out of your phone, activate the Touch ID and/or facial recognition.
Finally, keep track of your phone. Don't drop it or go swimming with it, don't leave it on the table while you go to a restroom, and don't leave it in a hot car.