Hackers are constantly trying out new attack vectors. One recent ploy has been to plant links to malware on hijacked or fake blogs that are disguised as holiday e-cards. A variation of this is where unsuspecting users are tricked into downloading malware that is supposedly necessary for viewing a holiday video.
While you could install a web filtering tool as a defense, such software is typically only as good as the blacklist of dangerous sites that it maintains. Hackers, however, often deploy their malicious software using service-oriented architecture models, enabling them to switch the source of their malicious downloads on the fly, making it nearly impossible to maintain an up-to-date blacklist.
An alternative approach to blacklisting is to use behavioral algorithms to detect and block suspicious traffic. There are a number of companies that do this in the enterprise space, such as Mazu Networks, though false positives (finding malicious traffic where there is none) are still a problem.
Looking ahead, I believe that the behavioral approach will become more common as underlying algorithms improve, though it will likely still be complemented by a blacklist.