Most scanners provide on access scanning, but that is not always enough. It is wise to be wary of all email attachments, even if they come from someone you know, and scan before opening them. Schedule regular scans of your entire system. Change the default scan settings to include all files, not just certain types. If your system is compromised, by virus or attacker, you can use a backup to restore your system, especially your data.
Backups are important even without the threats posed by the Internet.
They help protect against hardware failures or other catastrophes. It is wise to keep several copies of your backups rather than immediately writing over the last one. Sometimes attackers will place programs on compromised systems to allow them a backdoor in if the original hole is fixed. When restoring after a compromise, you want to be able to restore from a 'clean' backup, one that definitely doesn't include any files that may have been left, and that may require using an older backup. Be sure to test restoring from your backups.