Mac OS is great, but is not 100% secure.. Nothing is.

In addition to using the built-in security features (ie. FileVault), I run 3rd party anti-virus and firewall tools. This helps me trust my machine a little bit more.

Little Snitch is a firewall and network monitor for Mac OS. It allows you to permit or deny any network connection on a temporary or permanent basis. There is also a network monitor window that displays all of your current connections.

Sophos Anti-Virus is an anti-virus tool that actively monitors your machine for malware. This is a free tool and has proved to detect virii not only for Mac OS, but other platforms as well (such as Windows and Linux).