Computers are just like us. You wouldn't go into the woods or inner city without your PSK, you shouldn't connect your computer anywhere without having the proper gear.
#1 sometimes multiple virus scanners can conflict with each other causing issues such as false positives or not finding a virus.
#2 doesn't matter the brand or cost of the virus scanner, if its not up to date then its useless.
#3 Microsoft software besides being the largest target, is also the most poorly written and least secure. Stop using programs like Internet Explorer, Outlook Express, etc and use Open Source applications like the Mozilla Suite. No software is 100% secure, but Open Source programmers don't have project managers forcing them to deadlines causing them to get rushed code out the door which isn't as robust or secure as it could be. Open Source software doesn't make marketing departments and legal departments preventing them from disclosing flaws and therefor any bugs/flaws are more well known, publicized and fixed faster.