Good internet hygene
I have to say, it is possible.
If you rigorously avoid the sketchier parts of the internet and don't allow software to install willy-nillie, you can go years or even decades without an infection.
For that matter, I never had a virus 'till I bought a new-to-me Windows 2000 laptop.
Everything but the OS had been stripped out and in the time it took to download AVG, it came down with a nasty worm by way of the open by default IRC client.
The remover tools never really convinced me that they had exterminated it, so I upgraded it to Ubuntu 7.04, and threw away Windows 2000 altogether.
I've been using Ubuntu on all my home systems since then, having switched my main desktop to Ubuntu in 2006.
I can't say the transition amounted to much: Open Office's menu structure is a little different than Microsoft Office, but there hasn't been anything I've really missed.
I've always liked Netscape/Mozilla better than IE, and consider IE's automatic installation capability as a major security risk, so at work where we are still stuck with Windows, I never use IE for anything but compatibility testing inside the firewall.
Nowadays, I find myself increasingly using Chrome, but I can't say I've really got it to anywhere near the extent I have Firefox yet.