I am not running anti-virus on any of my computers that has linux installed. I'm not gonna say that you don't have to, but I chose not to.
To run a file on linux, you need to change the permissions for the file which requires super user priveliges. In addition, Microsofts windows are a greater market for virus-writers. You do not make a product that will be useable for a tiny amount of the market. The same rule applies to virus-writers. They will write harmful code to the platform where there are most users.
Another factor is in fact your own browsing. If you're visiting doubtful pages this increases your risk of getting harmful code on your computer.
The recent java-hole however, which resulted in malicious code could get the same priviliges as the java applet you were running could be fatal.
This could in theory download a file to your computer and give it privileges to run as an executable.
A lot of security holes in linux is actually security holes in the applications you install.
This post does not imply that you shold not install anti virus. Trust your guts! :)
