It's looking like the greatest risk to mobile platforms will probably be trojans. Malware written to trick the user into downloading an app that collects/steals information, or installs other malicious software.
At this time... you probably don't NEED to run AV software, as long as you pay attention to the permissions requested by apps that you download.
-SF
BTW... there actually have been apps yanked from the Android Market that Google felt were malicious.