1. No, Macs are certainly not impervious to spyware, and have their share of computer vulnerabilies, as evidenced by the recent list published by US-Cert; although the Mac OS is more robust than Windows, and not targeted as much by malware authors because of its relatively low usage.
2. Scanning in Safe Mode is somewhat faster, and also eliminates the possibility of malware hiding itself in areas that would be "protected" otherwise.
Interestingly enough, Ewido
"... detects trojans that attempt to hide by attaching themselves to other programs, so called binded executables."http://www.anti-trojan-software-reviews.com/review-ewido.htm
Personally I prefer to download and install MS patches manually, since that way I have an archived copy for later use, and can delay the patch until I am sure there are no problems associated with it. I suscribe to MS's and US-Cert's Email notices, so I am aware of any patches that may be published.
Anti-Spyware applications, such as Ewido and Ad-AwareSE, will find problems not found by others for the simple reason that each company currently has its own set of criteria for what consitutes "spyware," and will necessarily only find what it is looking for. Here, too, are differing hierarchies of spyware found.
Use P2P with caution, because even if the application you use does not have spyware included in it, the files downloaded are always suspect and should be handled with precisely the same care that one would use with, for example, a zipped file attached to an E-mail from an unknown source.