Official Word of God says:

> Lastly, some fans are reading too much into the scene in GAME OF THRONES where the dragons are born -- which is to say, it was never the case that all Targaryens are immune to all fire at all times.
>
><sub>Source: [The Citadel: So Spake Martin - Egg and the Targaryens](http://www.westeros.org/Citadel/SSM/Entry/945/)</sub>

Also this:

> **Granny**: Do Targaryens become immune to fire once they "bond" to their dragons?

> **George RR Martin**: Granny, thanks for asking that. It gives me a chance to clear up a common misconception. TARGARYENS ARE NOT IMMUNE TO FIRE! The birth of Dany's dragons was unique, magical, wonderous, a miracle. She is called The Unburnt because she walked into the flames and lived. But her brother sure as hell wasn't immune to that molten gold.

> **Revanshe**: So she won't be able to do it again?

> **George RR Martin**: Probably not.<br><sub>Source: [A question about Daenerys Targaryen in a Song of Ice and Fire (spoilers) - Forum - DakkaDakka](http://www.dakkadakka.com/dakkaforum/posts/list/449541.page?userfilterid=33891)</sub>