Been using Armor Games for game playing and never experienced any viruses problems.
I don't know if there's a source of catching them (downloading content like Hacks said). Of course you have to beware those freaking adds... but that's common sense.
As far as I can tell, Armor Games is one of the most reliable game website hosters out there (Kongregate and Newgrounds being the others).
So, yeah... as long as you don't click at those odd ads and shit like that, you're fine.