I run ClamAV on all my Linux machines. I have not bothered to try it on Windows boxes, though there is a Windows port and binaries available. The main reason I run it on Linux is to prevent my inadvertantly infecting the Windows machines on our LAN and those belonging to folks who have me work on them. I frequently transfer files back and forth to these machines and it is possible I might infect them without this precaution.
Mac OS X users tend to feel safe from malware, but this is an illusion. Exactly how much danger they are in is definitely debateable and the actual danger is probably relatively small. Even so, if I were you, I would run AV software as a basic precaution against any danger that might arise.
ClamAV is free, open source software. It is of a high quality and well maintained. It is very frequently updated. It also does not take much in the way of computer resources. Frankly, there is no reason I can see not to run it. I have installed and used the Mac OS X port, though only for a few hours. It seems to work as well in OS X as in Linux.
Click the link above and check it out. Be safe.