Yup, AV spoof popups are a favourite. People click on the fake "get me out of here buttons" and shit like that, basically giving the script permission to run. I got done by one about a year ago now, drunk on a Friday night while visiting a theme site for the Thematic WP theme. I'm pretty sure I clicked on a fake AV popup and in about 10 seconds was infected by about 110 trojans.
Spent a couple hours disinfecting the box and everything seemed fine but unbeknownst to me, I was rooted with Linux running below the Windows OS which neither AVG nor Malwarebytes could see and my home box was now sending out Viagra spam all weekend. I got a nasty letter from my ISP Monday morning telling me they were shutting off ports until I sorted my shit out. Additionally my FTP passwords were stolen and 8 sites on my server were infected and I didn't realize this until a client called Monday morning to tell me there was something wrong with their site.
I've known several people hit by the exact same thing since. Some of them more than once. First their home machine gets infected, then shortly thereafter they realize their servers are infected.
AVG and Malwarebytes WILL NOT PROTECT YOU! Just ignore anyone giving you advice to use either of these products. They are, quite simply, crap. They welcome viruses with open arms and hold the door open for them and let them right in.
Use something more robust that you actually pay for. I use Kaspersky and PrevX and have not had a problem since (touch wood). Both programs came highly recommended by people I know in online gaming security (casino, poker, sports betting).
I also stopped storing my passwords unencrypted on my machine and do not let Filezilla cache them for later use. I now use Keepass with the Chrome plugin and have it configured to launch Filezilla from within the Keepass app.
I used to be quite lax about my security thinking, "I never click on shit" and "I know better than to open email attachments" and "I've never had a virus", but it only takes a second when your guard is down to have your shit seriously fucked up.