I've never heard of getting infected from printing coupons - at least from legitimate sites. I know some of the coupon printing software that you have to install - I believe it is the smartsource kind - does show sometimes if you run a virus scan with Norton or McAfee. But it isn't malicious to my knowledge.
As far as prevention, I used to use Norton but I now think they charge a ridiculous price for what the program actually does. I know at one point it completely shut off my access to the internet and I had to remove it. I use this now Blocking Unwanted Parasites with a Hosts File
. It isn't a program and you manually have to update it every so often but it's the best thing that I've found. It's better for viruses and the like never to be on your computer instead of have a virus program remove them once they're there. It also is a great way to prevent kids from going to sites you don't want them to. I've done this for about a year now and have not had one further issue.
There are also several freeware programs that are just as good or better than expensive "name" programs.