Charlie Miller, the security expert whose meticulously crafted exploit took over a MacBook through Safari in 10 seconds at the Pwn2Own hacking competition, says that Macs are in fact safer than Windows. Oh boy.
"I'd say that Macs are less secure for the reasons we've discussed here (lack of anti-exploitation technologies) but are more safe because there simply isn't much malware out there. For now, I'd still recommend Macs for typical users as the odds of something targeting them are so low that they might go years without seeing any malware, even though if an attacker cared to target them it would be easier for them."
Whatever OS you're running, the best thing you can do, he says, is to just keep your system up to date (then you won't get Conficker, either). And not be stupid. Since no anti-malware software would've stopped his exploit:
"None of those protections would have probably worked, or at least there were potential workarounds. The best thing the user could have done is not click on the malicious link. Of course, in some cases such as a man-in-the-middle attack, even this wouldn't have helped."