Some of them are more clever than others, though.
I came home from work today to a message on my screen. It happened to be a random IM via Skype. Note to Windows readers: I don't recommend opening the link in the screenshot below. Because you run Windows, you run the risk of that link installing malware of some kind.

I did click the link out of curiosity. Because I don't use Windows I'm not at risk of drive-by malware installations. The page is a fairly slick "System Scan" (Scam?) animation that I think could easily have fooled the average Windows user. Think Grandma or your less-than-savvy neighbor who double-clicks links and buttons in Internet Explorer because that's how they're used to interacting with Windows.
I'm simultaneously disgusted and impressed.