Even with all the improvements to antivirus software, we're still fighting a losing battle against malicious software (malware). There's just no getting around it.
If security companies are doctors, and the software they make is the medicine, then we end users are the patients. Then, just like how we as humans need to practice good hygiene to stay clean and healthy, we need to apply the same principles to computer software. We need to practice hygienic computing to keep our computers safe from information theft and performance degradation.
So, how do we go about with this? It's simple really.
Go for regular check ups - Just as people go for regular health check ups with their doctors, computers need to be regularly scanned with an up-to-date antivirus to minimise possibility of infection. You could schedule a weekly quick scan, and a monthly full scan, for example.
Vaccinate - Vaccination is used as a method of improving the body's defence against particular disease. In a sense, we can think of software updates in similar terms. Updates to the OS and installed software often include security bug fixes in addition to fixes for behaviour regressions. Keeping everything updated makes it harder for malware to target a specific weakness.
Safe computing - People practice good personal hygiene, and they practice safe sex. Why not safe computing? Scan every removable storage device you plug in to your computer with an updated antivirus before opening them. Microsoft has an update to disable autorun functionality on USB media for improved safety. And, of course, be careful of the sites you visit. Drive-by infections aren't unheard of.
Just these simple basics alone will greatly improve our chances of avoiding a malware infection. If everybody were more mindful of what they run, download, or access on their computers, then the malware threat would be significantly reduced.