The bad guys try hard to keep their malcode as inconspicuous as possible, so it is hard to say which sites are affected. The best thing you can do is make sure your computer's operating system and application software is up-to-date. There are other options, but they sacrifice convenience.

I wrote about banks and malware a few years ago, but some of it is still relevant:

http://www.techrepublic.com/blog/security/on-line-banking-how-safe-is-it/2409