Do you run antivirus in mail server?
Solution 1:
You should be scanning incoming messages before they reach your end users, and you should be scanning outgoing messages before they pass from your control... but you don't necessarily need to do it at the e-mail server.
A lot of companies have a gateway appliance, separate from the e-mail server, that sits at the edge of the network and supports scanning e-mail as they pass through the appliance. Or a company could redirect their MX
records through an outside service (cloud-based) such that all mail is scanned for viruses and spam, and possibly archived for compliance purposes.
Solution 2:
You should certainly have anti-virus protection for your mail server. In fact, you should not be asking if you should get anti-virus software but asking what you need and how you need to configure it.
I am assuming you are using exchange server, given this there are specific solutions out for exchange, which typically are not CPU intensive. It will give you features such as filtering by extension type such as .exe vs. checking all e-mail attachments via signatures; this will be much less CPU intensive. You can then run scans overnight but exclude the datastores. You will not see much of a performance hit and if you choose not to use it then you are only asking for trouble.
You can also use a mail relay server that accepts incoming mail and it will scan for viruses and spam. Larger companies such as yours with a lot of users will sometimes takes this approach
(comic via xkcd)