There was a incident a long time ago when 1% of the iPod 5G were
shipped with a Windows Virus, but I highly doubt that the most recent iPods would ship with a virus today...
Again, free virus-scans still have a high number of false positive which could be a hassle, even if the file doesn't have a virus (which is why I avoid them and use commercial ones which have fewer false positives, but it's not 100%.)