Chacun à son goût. I haven't worried about e-mail attachments for a long time now. There's virtually no antivirus that doesn't scan them, and often on upload as well as later on download.
As I've said on a number of other technology forums I participate on, most infections are the result of poor "browsing and link-clicking hygiene." The best line of defense is looking at who posted what link(s) and/or attachment(s) and deciding if you think you can trust that source.
I had a private disagreement with a poster on this forum about the fact that I post links using in-line click-through text in a sentence rather than posting the actual links in their naked http format. This was based upon the perception that click-through text allows spoofing but naked links do not. I then sent said poster to another technology forum where I brought this up so that they could see an example of a "naked link" that had been spoofed to take you somewhere else (safe, in this case, but to prove the point).
The advantages for the historical record and ease of use far outweigh the risks, in my opinion.