I was a worrier too, then i happened to reinstall OS one day, and just didnt bother with all the AV/Firewall crap. Got one virus in four years, that rebooted my system 30 seconds after startup, cured it in 30 minutes and thats about all that happened on that front. Maybe i'm just lucky (or dont go to any porn sites. seriously, when i had firewall porn sites will ram your doors like an insane bull on steroids).
I just have this horrible feeling about running Windows without installing AV and Firewall... it's never been a good idea before.