Adware is everywhere.
If you want to be safe at most sites run firefox with noscript add on.
You'll get no frills, but never have a script run without Ok'ing it.

Sites I don't trust I'll often go to 'web-sniffer' and look at the code before going there.. or run it past the site advisor at McAfee or badware.org to see if others have reported it. I've run mcafee, norton, avast, etc and every one of them has let things in.
90% of the time it is Antimalwarebytes Antimalware that catches it afterwards. I admit I am online doing research a lot so I probably visit more unfamiliar sites than many people. I've seen concrete contractor sites hijacked by Iranian militants, and all kinds of stuff. I get asked to fix them a lot. Gotta be careful.
I've heard reports of box.net issues too, but have also used it with no problems. I guess it depends on what you are doing there. The more nefarious the download the greater the risks.

To be honest the most active malware right now that I have seen is Craigslist scams trying to steal accounts.. and get malware installed so they can keylog. They are using servers at digg and comcast among others (for redirecting). I know both have been notified. Scrutinize any responses or notices from Craigslist. Look at where links actually go before clicking. There are very authentic looking pages where they get you to log in and accept their redirect... and other methods, including 'helpful tips'. (insert - people like this are why we can't have anything nice meme)

Always scan the download before opening, reduces a lot of risk right there.

just my 2 bits

I do not work here, but the benefits are still awesome
Make your sound your own!