The EFF's chief technologist revealed that he doesn't run an anti-virus program, partly because he's using Linux, and partly because he feels anti-virus software creates a false sense of security. ("I don't like to get complacent and rely on it in any way...")
He's quite right. We lull ourselves into a false sense of security all the time. I try to avoid it, complacency is a killer.
I drive at night without any lights on, because then if I'm in an accident it will probably be my fault. This keeps me wide awake and aware of all possible hazards.
During the day this doesn't work of course. Hence I have to drive in bare feet, so if there is an accident I'm not going to get very far trying to run away.