I pay for mine (Trend Micro) but Microsoft Security Essentials is good for a freebie. Also, your cable company may provide a good one at no charge to you. Time Warner is currently providing McAfee, I believe (It used to be something else).
As for cpu usage, just make sure it isn't scanning while you're playing.
A lot of software, even non-malicious software, likes to have something running in the background on the theory that they can then load faster or otherwise improve your performance. Generally speaking, that's a BAD idea. There are a number of free tools available that will get rid of these jerks.