Or just use a Mac.
But seriously, I use Windows daily, have 5 Windows machines at home (mostly for games), and one at work. I haven't used an anti-virus solution at home since before I first bought a Winders machine over 12 years ago (I used to use Disinfectant on my old Macs). I've had ONE infected machine in that time, and it was due to hooking up an un-patched Windows 2000 system directly to a cable network, and before I could even patch it had been owned like nobody's business (I was in the process of moving, so didn't have my NAT box or anything else handy).
I don't use an OS-based firewall either. It's useful for most people, though, if it checks outgoing connections, but for me it's pretty useless.
I also download plenty of skankware, unauthorized patches (wink, wink), and go to some of the worst sites ever.
The only guidelines I use are:
1. Don't use IE, use Firefox or at the least anything else.
2. Don't EVER run any program, screen saver, script, etc, that you don't know for SURE is virus free (if it didn't come from you, you don't know). If in doubt, send it to yourself in an e-mail through yahoo, google, or one of the other free services, as it'll scan it for you.
3. Stay patched. All OSes have security advisories. All of them need patches, period.
4. Be NAT'ed. Inbound firewall rules are pretty useless if nobody can initiate an inbound connection.