Make sure you run only as a normal non-admin user and leave user access control turned on so you get prompted for things which need elevation. By the sound of things you are savvy enough to make sensible decisions about when to grant access or not.
I have happily run Windows systems with no active antivirus for many years without infection (and yes, I do check periodically using something like MBAM). But then I have clients and acquaintances who get infected even when they do run AV all the time.
Running as local admin (on older systems) and turning off UAC (on Vista or 7) are the two things which seem most likely to get you infected pretty quickly if you are not prudent about opening emails (and especially attachments) and browsing (and especially downloading programs or other material such as 'free' music and movies).
Usually, if you run as admin you have the right to turn off, disable or even uninstall your antivirus, and therefore any rogue program running in your user context (such as drive-by malware on a website) has the same ability.
I only use antivirus software to keep the elephants away.