Common sense.
All most anti-virus do is check for signatures. The best protection against malware is always being smart (not downloading random shit, not falling for phishing scams, etc...); I stopped using an anti-virus years ago and I'm pretty sure I never got any malware on my computer. It's honestly not that hard.
Have to agree with this. If you consider how new strains of malware emerge every
4.2 seconds, it is basically impossible for any anti-virus to keep up. Your best protection like what TryNingja said is to be smart.