You don't have to go to that extreme. It's more like: if the link's context makes it look dodgy, don't click it. I don't click on advertising. If a forum post is spam, I won't click on the links. I look for red flags in the descriptions provided by search engines, or even suspicious URLs. If I end up on a dodgy page, I back out rather than continue on.

It's not about visiting the same sites all of the time. It's about avoiding sites that lead you into that nether region where your machine will be compromised.