Well you can get any type of key logger from almost any add-on or download from the internet. I find that AVG Works the best at preventing key logging, and such as I can't even visit a site that has spyware or any type of key logger or script on it because my anti virus stops it if it has been reported already.
The most common type of Key logger though is from Add-on interface customizations which is how my WOW account got compromised 3 times in a row before. This was done from an add-on which I downloaded from curse gaming, and the safest way not to get such is not to download any type of add-on at all.
Let’s say for example an add-on (Name Here) could become really popular, and legal for any type of game like Rift, or WOW, such as an interface mod. Anyways lets say everyone trusts it, and there is no account hacking, or stealing/compromise going on for months down the line, later on they can always add a key logger in the updated version, which steals all your information while the game is running, and sends such to gold farmers.
You could also download Comm View which is a program that monitors the packets being sent from your computer and allows you to see everything that is being sent from your computer, so if nothing else on your computer is sending any information, you can see if there is an add-on sending information to any other IP, other than what the game is connecting to, and from there you can find out exactly who, and what add-on has been illegally logging and sending your information without your consent.
I am also sure there are other programs out there that can monitor such, but over all AVG has the highest safety rating, and I have been with that company for 5 years. I also have the latest gaming router, and firewall installed on my router as well, and keep all my ports closed, and every single application itself on my computer has to ask consent just to use the internet for anything that all. This keeps out most viruses, and also allows me to manually bypass as an exception if I should ever need to.
The only problem with AVG8 is the Toolbar itself will slow down your internet explorer a bit, however under the Link Scanner in the AVG Interface, I disable the option that says (Enable Surf Shield) otherwise it will lag a whole lot, and it still warns me about such sites when I am using Google, or any other search engine if it is an unsafe site.
Also most accounts that get compromised are due to Add-On, or the user compromising their own account data.
Hope this might help a bit.