I do, but a very basic kind; ie. Microsoft Security Essentials. That doesn't change my distrust of binaries though, and if I must run things I don't trust, I frequently do it in a VM. But the gist of it is that if I can alleviate some of the risk that comes from running Windows, with no discernible cost (ie. no noticeable system slowdown), I will do so (obviously in addition to "common sense" security measures). It'd be foolish not to.
Yeah, if i had to use Windows i would consider it essential to use some form of active anti-virus, but then again, i don't think that would alleviate my (unfounded?) general unease and feeling of still not being that "safe". But i'm trying to get a reality check here :)
Windows 8 and Windows 10 come with AV built-in. It's generally "good enough" for home users. It will flag suspicious downloads before they download and before they run, and then scan them as they're running. With those two OSes, I never use an AV. I'd prefer user education over a stricter AV.
On the other hand, my work laptop is Red Hat 6 and Linux, Mac, or Windows, we're required to run Symantec by corporate policy. Then again I work for a security company, so...