To be able to click on links with less fear, run your web browser in a sandbox (I use the one that comes with the free version of COMODO firewall).
Just curious, are you worried about IP address grabbers? If the connection is encrypted and secure (i.e. https) what methods of attack are there. I run Linux so malware is less of a concern. This is a legit question.
Edit: Found some information on the topic. https://security.stackexchange.com/questions/66355/can-an-https-site-be-malicious-or-unsafe
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