I totally agree with Raven, I never used an anti-virus in over what, 12 years since I got a computer, only got 1 virus in all that time. As far as *cough* illegal downloads, the story about pirates putting viruses in games or apps is utter bullshit.
One of the things that comes with a lot of pirated software is some sort of crack or patch to make it run. It's my understanding that a lot of them need to use a particular method to get the application working that makes them
appear to be trojans to antivirus software. Which means that reactionary idiots will report a torrent or whatever they got as a virus-laden one, and therefore the popular misconception that pirated software is full of viruses keeps on going.
P2P is another story, its full of viruses, adwares and whatever else. There's a few sites too that tend to install crap without your consent, crack sites mainly (use firefox and you'll be fine).
If by P2P you mean Kazaa and Limewire, then yeah, you're right. Probably not so much Bittorrent.
Aside from that whole tangent, if you want to be safe, you need:
-Firefox (with Noscript)
-Some relatively unobtrusive antivirus utility (usually you don't need active scanning software for everything you do, but it sure helps)
-A good firewall(Windows firewall does a decent job, but it only works for incoming traffic. I use Sygate Personal Firewall)
-An anti-adware/malware utility (I use Spybot Search & Destroy, Lavasoft's AdAware also works well. Spybot Search & Destroy has the nice benefit of system settings protection, and it integrates with Internet Explorer to immunize your system from anything in its database.)