There's no shortage of antivirus, antimalware, or other forms of anti-bad stuff apps in the Market. In fact, we've look taken at a ton of them. If none of those could handle your list of wants from a mobile security app, have a look a Comodo Mobile Security - it brings a few useful features all together into a single app.
Like you would expect from Comodo, it's first and foremost an antivirus/antimalware. It also includes a subset of other useful tools, like process manager (read: task manager), privacy protection that allows you to keep certain info (like specific contacts, SMS, etc.) confidential, and an SMS/Call blocking tool that filters out unwanted calls and text with a standard black/white list.
The app is free, hit the widget below to check it out.