If you keep your AV software up to date, patch your computers, and watch where you surf and what you download and install, your odds of catching something go down. It also helps to have a good quality router/firewall between yourself and the internet, along with a software firewall product. Part of my job is virus control at work; I'm responsible for 3400 desktops, and I cleaned up several Conflickers last week, before the AV vendor had a pattern file for it. Most our viruses (really worms and trojans these days), come in from our 700 laptop users who take their machines outside our proxy/perimeter, get infected, then bring the machine back in. Once they are outside, we can't control how/where they are used.

I clean malicious software for a living, and while Conflicker sounded really bad in the news, it was an easy one to clean up manually. I've seen far worse.