i've used microsoft security essentials and avg, but yeah, never really found anything. though i'm on a browser most of the time so i can afford the cpu cycles.
the last time i had a virus was 5+ yrs ago, surfing myspace with ie... went to a random page and crashed everything. had to nuke the system.
if you really want to be safe, have an offline-only computer with one-way file transfer (sd card, usb thumb etc)