I use Win 7 with stock Microsoft firewall and Security Essentials. I bank online, buy online, and I visit all kinds of websites -- including naughty ones. But I also practice 'common sense' precautions -- such as not clicking all kinds of email links or downloading stuff from obscure sites...
Over the course of YEARS now, I simply can't recall MSE catching / quarantining a single virus!!! But then, I also regularly do manual rootkit and malware scans using Kaspersky and Malwarebytes -- and they have NEVER detected anything either!!
Malware do exist and one does need to exercise caution.
Anti-malware makers and the media have really been hyping malware to death!
Modern browsers (through which most of us make contact with the world) have improved tremendously in filtering, warning, and sandboxing.
The likes of AVTest.org is mostly academic -- and reflects poorly on reality.
Nowadays, one lousy software or hardware hiccup and all forums and media scream 'bloody hell'. So, if MSE is anywhere as bad and the world anywhere as dangerous -- the decibels of hell raising against Microsoft would be tremendously, tremendously louder!
I will continue with my current arrangement and sleep very well at night, thank you.