I’ve read that Macs are immune to viruses and other nasty things that are common in the Windows world, but my Windows-using friends say I should run an anti-virus program on my Mac. Are they right, or can I get along without one?
The Mac is not immune to viruses, Trojans, backdoors, adware, spyware, and other nefarious applications. The main difference between Macs and Windows is that no successful viruses written for OS X have shown up in the wild, that is, outside of a security research organization. That's not to say it's impossible to create a virus that could bring down a Mac; it's just more difficult than with Windows, because of the nature of OS X and its security model.
The trap that many Mac users fall into is believing that because there are currently no known viruses targeting the Mac, it's safe from attack. In reality, the Mac OS, its included applications, and third-party applications have and will continue to have security issues that can allow some form of attack; it's just that the attack is not likely to be from a virus. But if something erases your data, you're not likely to care whether it was a virus or an attack launched through a web site; either way, your data is still gone.
Which brings us back to your original question, about using an anti-virus program on your Mac. The answer is yes, you should. Anti-virus programs don't just provide protection against known viruses; they also include anti-phishing, anti-adware, anti-spyware, and other tools that can keep your Mac from picking up debris as you browse the web.
There's another reason to use an anti-virus application: the recipients of your emails. Even though it's unlikely that a virus will successfully attack your Mac, there's a good chance that you'll unwittingly forward a virus-laden email to Windows-using colleagues, who may not have anti-virus software on their computers. It's better to be prepared for an attack than to try to clean up after one. (It's also wise not to alienate your colleagues.)