The top most thing is keeping the OS up to date. And I don't visit shady web sites.
Flash stand alone is removed, and disabled in Chrome. Lastpass for passwords. Tunnelblick+privatetunnel for open networks. And even though I use some software that isn't signed, after I've installed such software I revert the Security & Privacy "allow apps" setting back to app store+identified devs. And relevant, just by coincidence, in this case, I'm using 10.9.5 (which is still currently maintained with security updates).
The reality is that Mac users are simply used to trusting Apple to handle these sorts of things. And it's not a good alternative for that trust to be lost and placed in a 3rd party, e.g. on Windows where trust loss means a litany of 3rd parties to choose from in that space with no real practical way to differentiate, and the Windows Store described as a "cesspool of scams." Apple will get this fixed soon. It's definitely sub-optimal response wise, but I still trust this ecosystem compared to Windows at this point.
Edit: Oh and Privacy Badger.