As fatboy would say, If you want my 2 cents, it is better to have some protection than none.
I'm not convinced by the "new thinking" that you are better off without any . Without any protection there is a good chance you will pick up some "nasty". You may be lucky and find it can be got rid of easily or you can find it is almost impossible to delete without drastic action.
I did have one about 6 months ago and while my top rated security protection idetified it could not delete it. It came down to reformat or have a go at removing it from the registry. I took a "stab" at the latter and managed to delete it through the registry.
So while I agree that some form of protection is better, I don't agree that the more you pay the better chance you will have of avoiding trouble. If you use Macfee & WOT site advisers and take care with your email inbox you can avoid most of the problems.
Personally I now intend to use all free security protection & common sense.
There, that was about a dollars worth!!!!