One of the most prevalent mode of infection is headed through malicious web-sites. An attacker may chose to host his own site & use it for malware propagation. Or better still, exploit vulnerabilities in other web site(s) & host his malware code on them. There are different ways to verify if a site is hosting malicious script(s) - varying from tedious manual inspection of code, to using tools such as Malzilla (http://malzilla.sourceforge.net/) & several others, or verifying with Google Safe Browsing. Read on.