I'm still sticking to Windows 7, the Windows 7 OEM disks are now behind a barrier which requires you to put in a valid key only from certain retailers.
Yes and no. There is at least one case that I can remember[0] of pirated software being modified to download and install a virus.
According to Microsoft[1], 32% of pirated Windows 7 copies and activation cracks resulted in some sort of malware infection
Speaking anecdotally, most of the friends and family whose computers I've had to clean up have been running some sort of cracked/pirated software that they'd downloaded or had been given to them by a friend
Piracy is actually quite hard on Windows 8+. The way it is licensed is way different from the past and the current circumvention methods require repeated reactivation and break a lot.
Note: I do own Windows 8.1 Pro, so don't think this is based on my experience pirating the software. I merely have examined the licensing system for some software I was writing.