Currently the biggest threat to OSX is the youtube and video sharing site issue. There have been a number of vulnerabilities discovered in quicktime which have been exploited through people being sent links to videos which required users to install something, but this has alwys reuired a user level password entry, so it not very seirous and always cured by apple.

in the future i suspect there will be a lot more issues with osx as it really hasnt been tested properly. The biggest threat of course comes from phishing emails, but this is well known.