If the malware is advanced/integrated enough to record mouseclicks, screenshots, and implement OCR to identify the characters being clicked, it's advanced enough to pull your private keys out of RAM when you unlock your wallet. At that point, the only thing that will protect you is to use an offline computer.
Bitcoin specific malware is a point and click choice now in malware authoring tools. I do not see much value in anti-malware data entry, especially since it penalizes users from choosing passphrases which are long enough to withstand strong guessing attacks.
The proper solution, of course, is to practice good computer hygiene so that you don't get malware. As has already been pointed out, it is foolish to hope for only "dumb" malware.
