Apple is prone to the same vulnerabilities as Linux or FreeBSD or any OS that relies on free, open-source libraries. OpenSSH, OpenSSL, Apache, etc. If an exploit is released for any of those, it's going to affect any OS that is running them. Mac OS X is no exception. Then you add on Mac OS X's own libraries and other dependencies, and there is potential for more problems (if someone manages to break in in the first place).
I think OS X is still far more secure than Windows. It's just the design and nature of their libraries, security, privileges, etc. If an exploit comes out for OpenSSL, the OpenSSL team patches it, if someone else doesn't patch it first. Apple just takes that patch or updated version and releases it in a security update. When something comes out for Windows, who really fixes it? Microsoft's stance is security through obscurity. They'll let slide what they can and patch what is absolutely necessary.
Anyway, the best security measures you can take is with yourself. Don't use an administrator account. Don't have servers or unnecessary things running in the background. Firewall off what you can. There's lots of simple things the end-user can do that will complicate everything a lot more for a hacker. It's kind of like car thieves. If they see a Honda Civic with no security next to a BMW packed with security, which do you think they're going to hit? They go for quick, simple, painless jobs. If you lock down your stuff, it's just going to make them go after another system instead. Unless, of course, you piss someone off.
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