I know this probably makes me sound like one of those obsessed security geeks that enjoys clicking on prompts from my security software more than doing actual useful work with my computer, but that's not really it. In fact, the prompts I encounter are minimal (I think I saw 1 today) if you get the configuration just right.
What it's really all about is gaining mastery. Simply running a virus scanner takes literally no skill whatsoever, but figuring out which programs I really need to allow to run, and getting the right balance between the invasiveness of prompting and the permissiveness of the whitelisting policy takes knowledge and skill and occasionally some effort from time to time to fine tune things. If you fiddle with your car engine to get better performance, or your stereo to get better sound, you know the sense of accomplishment when you get it just right. It's kind of like that but with the added advantage of defeating attackers before they even attack.