My replies to "Can Linux get a virus?" -thread cover a few points regarding the usefulness of malware scanner.

My reply in this thread has points about malware and firewall as well.

Then some points on physical security which IMO is by far the greatest infosec risk you will have with N900.

Summary for the lazy:

1. Unless you explicitly install and enable wrong kind of services firewall is useless.

2. Unless you do very stupid things malware scanner is useless (and if you do stupid things it will not save you from all the threats, so better to be smart).

3. If someone has physical access to your device while you're not watching they will be able to copy all your data (actual copying might happen on background OTA and if bandwidth is kept low enough you might not notice...)