Basically, Unix-based systems are architected so that they require administrator privileges to modify the OS and are traditionally more strict in enforcing them. Critical areas are walled off from normal users—you see this when OS X asks for a password to install updates or change a system setting. A standard non-admin user account is restricted; bad software can't wreak much havoc at all without that password.
It doesn't matter how good baked-in security is if a user throws out the welcome mat for whatever crap comes their way. On the flip side, you're also the first, and best, line of protection. Don't do anything stupid, and you'll be fine, anti-virus software or not—whatever OS you're running.
Read all about it.