To go proactive, you need something that gives you a hint of how dangerous an Internet neighborhood is before you walk into it. That's the approach of McAfee's SiteAdvisor.
The SiteAdvisor extension ( available here) slaps a green, yellow, or red safety rating next to search results on Google, Yahoo, and MSN; puts a color-coded button in the Firefox frame; and with a fast mouse-over, displays details about why the site's nasty, nice, or in-between.
SiteAdvisor scores sites on excessive use of pop-ups, how spammy the site is if you give it your e-mail address, and most importantly, prevalence of malicious downloads (including adware and spyware).