Turn on FileVault, don't run suspicious applications, don't use public networks too much, etc. I would also suggest you have a look at Little Snitch or HandsOff. These are applications that detect all incoming and outgoing network connections and allow you to block them. Great apps to see what processes are communicating to what servers, and if you see anything suspicious, you can deny the connection.
For Keyloggers I suggest you have a look at this site. It has some useful recommendations.
I don't actually recommend any antivirus for mac. Macs are pretty virus-free: I'd say you are pretty much completely safe if no one hates you, and if somebody does they aren't going to infect your computer with a virus; they'll attempt to hack you, so anti-viruses seem pretty useless on Macs.
As far as I know, Colloquy should automatically mask your IP. I'm not completely sure about this, and I suggest you have a look at websites that talk about IRC security, such as this one. The final option, I'd say, would be to use a proxy.
Last, if you would like a complete security guide to Mac OS definitely have a look at this manual by Apple. It has pretty much all the security options you might encounter on Mac OS X. It's quite long, but a few chapters (4, 5, 8, 9, etc) might prove useful to you.
Hope it helps!