Viserys had molten gold poured over his head and he burned like the little bitch he was so I don't think Targaryens are impervious to fire. Dany may be a special case but it could be she was fireproof for the events leading up to and including that one dragon-hatching spell.
Personally I'd like to see her get scorched a little. I don't think she's any kind of messiah, just another teenager with (probably too much) power.