Depends on the brand. I've only had full-sized one sfail on me when I step on them, but some of the slimline crumble if you're just a little bit rough getting them open.
The slimlines also stack like shit - you can't put labels on the side. Give me the normal kind any day.
Slim soft for transportation, especially when I need give someone a CD ... uhh... I mean optical media. They're not as brittle and fit better in bags. So I'd definately have some of those around.
What do you mean by 'dangerous'? I've lugged disks around on spindles, and nothing untoward has happened; the thicker ones are stronger, but unless you're leaving them rattling around in a bag (which is a stupid fucking idea for CDs anyway) you'll never notice. The idea of stacking cased CDs so you can read the spine is like a terrible ghost from the dark past of the 90s and I lose 2 sanity thinking about it.
Personally, I figure if you're using anything that isn't a paper slip you're fine.