There's so little for Macs in this area
http://www.unwantedlinks.com/macsupport.htm has some links and some FUD factor, but even the recommended
http://macscan.securemac.com/ looks out of date and unavailable for download currently. I browsed their forums and found so little.
I've read about
Little Snitch being used to notify you about "phone home" situations
So, looks like this is not a problem for Macs yet, and if it is, it's at such a low or sophisticated level that Mac security experts may be competing with Maytag repairmen for jobs.