I don't know of any live malware attacking Mac OS X, so you probably don't need either anti-virus or anti-malware software at the moment. However, this does not mean you shouldn't run it. If you are a home user, you don't have to care what happens to your data, but business users do. It may be wise to take precautions, even if they don't appear to be necessary.
People should also think about protecting their computers if they are a particularly attractive target for some reason. The Mac is not short of security flaws, and security consultant Nitesh Dhanjani recently commented to CNet that "the Safari web browser also has a lousy reputation in the security community -- it almost seems a child's play to locate an exploitable condition in Safari." The fact that there are no mass exploits for the Mac doesn't mean that an individual user could not be targeted in a sophisticated phishing attack. Again, even if the risk is very small, some people will want to err on the side of caution.
There aren't many free anti-virus programs for the Mac, but you could always try ClamXav, which uses an open source antivirus engine. It's a graphical front end to Clam AV, and also available from Apple.