Anti Virus and your PC

Can you actually be virus free when surfing the web? SO many people claim that the protection that they have are the best, but what is really causing the problem? Many MAC users claim that theirs is the best and it is rare that they get a virus, is that true? I am not a mac user so I do not know, but I see so many programs that say click here and download, but I eventually get some sort of virus, there is not sure way to protect yourself online.