Unlike most PCs, Macs do not come with any actual "anti-virus" software pre-installed. The only people that I know who do install it on their own, do so to keep from passing Windows malware onto Windows users. Sometimes this malware is embedded in a document, and they don't want to pass it on to their clients who may be Windows users. So they use it to clean up any docs that they may pass on.
There just haven't been any wide-spread malware attacks on Macs. As I always say, that may change tomorrow - but I have been saying that for many, many years.
Keep your system up-to-date by selecting "Software Update..." under the Apple (upper left corner). That will keep you updated with any security changes.
The most important thing is to be cautious. Don't download stuff if you are unsure of the source. If it is a simple document or picture, and it asks you for permission to load it as an application (asking for your password) - DON'T DO IT! It is most likely trying to install some malware.
Also, to help avoid email SPAM (this applies to Windows as well) - disable the "Preview" feature for emails. Disable "load images". You can decide to load them, once you are sure of the source. The combo of preview and load images can send info to the spammers that validates your email address to them - you do not want to do that, unless you like the 'clever' v-i-a-g-r-a ads.
I'm kinda dense when it comes to networking. I think there was another thread on this recently with some good advice.
As far as "confidential" info on a cell phone? Here's the thing - would you do it over your land-line phone? It is child's play to tap into a land-line phone. Cell phones are digitally encoded. I'm not saying it can't be done, but the real threat is a land line phone.
I'm amazed at how many people don't hesitate to actually PHYSICALLY hand their CC to some stranger at a restaurant, or give it out over the phone, but are afraid of entering it into an encrypted web site. All it takes in the first case is a pencil/paper, or a quick rub with carbon paper. Keep some perspective.