Most viruses (actually, a lot of the major ones) were written to disable the antivirus software first, then infect your PC after (in the case of Norton Antivirus I've heard lots of accounts of this happening, sometimes technically illiterate people won't notice until their computer finally shuts off on them - and wakes to a black or blue screen of death)... Also (I hate to bring it to you, but...) last time I ran Norton (antivirus and security - it came with my computer) it said that the program size itself (I would believe that it means the program itself, not including all the associated folders and additional databases needed for it to run) was in excess of 100MB. Now my hard disk has bad access time to begin with, so running other programs on top of that bloat - is a big hassle.
I use Avast! (their free home version) on my computer (it scans every process... the only drawback of this free program is that it doesn't have a couple of features ((not a big deal, as you should have *something* protecting your computer))), as well as Ad-Aware (just in case, but I have not really had any use for it lately so I think I'm going to eventually uninstall it)... but I don't have to 'really' worry about the adware part of it - I really admire the Adblock and Filterset G updater addons within Firefox (my internet browser). Avast! is less than half the size of what Norton offers, though I'm not sure how bloat--- *er*, I mean, big the file is with their commercial version.
As for additional security I would download the software from my ISP but their links on their website are dead (I would have been running ZoneAlarm Security Suite - fully registered - for free) and last time I tried to run the suite I had another computer - it wasn't pretty - as it somehow had a virus attached to it before I even started to use it (it crashed my computer and I didn't know what was wrong at the time)... another program (I think it was AVG Free at the time, booting in Safe Mode of course) detected that the program indeed had a virus worked into the code (I had uninstalled AVG prior to trying to install ZoneAlarm). So I had to uninstall and delete ZoneAlarm then, unfortunately. I had stuck with AVG at the time.
I would take a commercial version any day (for the advanced features); I really have no excuse to not take their "pro/advanced" version since it would do me some good, but I have enough protection as it is - and my ISP does offer email scanning (I believe Yahoo has their own scanning system in place - Hotmail may or may not - a lot of what it thinks might be malicious have been based on phishing/adware based emails).
A lot of viruses do infect (mostly) computers running Windows, but other operating systems are not as hard-affected by them (such as Ubuntu, or OSX, for example)... but it's not like running another OS will get you out of the way 100% with this sort of stuff (after all, Linux is becoming more popular to use). When you're working with open source software though - the advantage is that the code changes every so often (most companies prefer a 6 month release cycle) so it is harder to program a virus for (but not impossible).
Sorry for such a long post... but yeah, I'm agreeing with the guys posting above me - "... what they said..."