In A Song of Ice and Fire, the Targaryens continued to practice incest even after they adopted the Westerosi Seven Gods. Is this custom unique to the family, or was it widely practiced by the Valyrians before the Doom? A Wiki of Ice and Fire states that this was a "[continuation of] the Valyrian practice", but I can't find any statement in the actual text that bears this out.
Here's a relevant passage:
"The dragon kings had wed brother to sister, but they were the blood of old Valyria where such practices had been common, and like their dragons the Targaryens answered to neither gods nor men."
A Clash of Kings, Chapter 33 (Catelyn)
So is this a distinctly Targaryen custom, or was it a Valyrian custom?
We know from Martin himself that Valyria was not a kingdom or an empire, but a freehold somewhat similar to the old Roman Republic where several noble houses ruled together.
The Freehold of Valyria is correct. Valyria at the zenith of its power was neither a kingdom nor an empire... or at least it had neither a king nor an emperor. It was more akin to the old Roman Republic, I suppose. In theory, the franchise included all "free holders," that is freeborn landowners. Of course in practice wealthy, highborn, and sorcerously powerful families came to dominate.
The Targaryens were only one of many houses. A Wiki of Ice and Fire claims that it was one of forty houses and was not the most powerful one, though this claim is unsourced.
Regardless, since we know the Targaryens were not the only noble family in Valyria I think it's safe to interpolate that the custom of incestuous marriage was not unique to them.
In the appendix to A Game of Thrones, under the heading "The Old Dynasty / HOUSE TARGARYEN", is this line:
To preserve the blood royal and keep it pure, House Targaryen has often followed the Valyrian custom of wedding brother to sister.
So yes, it is explicitly called out as a Valyrian custom. Not in the narrative portion of the text, but I believe that the appendices are canon as well.
If you look at this rather comprehensive tree:
you can see that even before Aegon's conquest, the Targs were still practicing incest, so it does seem to be a Valyrian practice.
Interestingly though we don't know who Aenys' wife was. If she was not a Targaryen that would mean all Targ Kings (except for Aegon I and Aenys) had only at most half Targ blood.