Well, its written that Lion is built to be significantly more secure than SL. ...but of course Lion is not invulnerable to attack and malware, despite what many a fanboy or noob would have you believe. I think as log as you take precautions like enabling the firewall and using anti-virus, yes, anti-virus you'll be safer. I went ahead and got VirusBarrier X6. I like the added firewall features it has over what's built in to Lion and, of course, its got decent anti-virus.
Here's some of what Lion is doing different.
...and here's another write-up.
So yeah, its got high-marks for security but I'd recommend staying vigilant.