anti-virus software
Personally, I've never run anti-virus software on my mac. But then I don't run a WiFi network etc, which may theoretically increase your risk. You have to be a bit of a muppet to get a virus on your mac (even more so if you use it logged in as a standard user), and the "viruses" out there for OS X are not really true viruses like the nasty things you get on Wind-blows.
However, I have heard good things about intego's products, so will happily second the recommendation of the DuneMentat. If you're just an average consumer user, then some AV software won't do any harm (although make sure you set exclusions on your VMWare/Parallels disk files... run AV in the VM, not on the disk image).
For visualization I use Parallels Desktop even though VmWare Fusion is just as good
Personally I've always been of the impression that Parallels is always playing catch-up with its elder brother. VMWare Fusion has always seemed to be more stable and focused on getting the job at hand done than Parallels which just wants to have a long feature list for marketing purposes, most of which you'll never use. The network stack implementation is also much better in VMWare.
If you have not done so already, you should probably max-out your RAM too. RAM is cheap, and you can never have enough of it.