I will also have an on client Virus Scan also.
Then, IMO, there is no need for the firewall/router to filter for viruses.

Just make sure that the program is set to autoupdate every couple of days.
Hopefully your users know better than to go opening emails from people they don't know, or don't expect.

Most web based email services offer virus protection before you download the attachment to your PC.

If you were going to setup your own mail server, then I would certainly advise you to put it on there... but if they are just retrieving from another service, an up2date client side AV *should* work just fine?