I'd be inclined to run your chosen Linux in parallel until you're sure it does what you want. I've played with a wide range of them, and like Fedora and Slackware - the latter appealing to my geeky side. Some of the others were too painful for words (but that was a couple of years ago, and it may all be different now).
I've tried many anti-virus packages over the years, and found the hard way that expensive does not equal good. It also takes a long time to fumigate McAfee out of your computer once it gets in.
Now, I use Avast Free, which has caught many a nasty trying to sneak in via e-mail and the web. It may not be 100% (can any of them be?) but it's not failed me yet.
More important, as mentioned above, is something that spots the stuff you have unwittingly invited in via your browser - for that NoScript and WOT (Web of Trust) are the two main ones. I would never run Firefox without both of those.
I also have MBAM (doesn't everyone?) and Adblock Plus. Both highly recommended.