Safe? It's worked fine for me so far, and it's also very straightforward to un-jailbreak, so I don't see much risk in trying it.
Worth it? It just depends if there are any programs that you really want to use that require jailbreaking. If not, then there is no point in jailbreaking, unless you just get a kick out of being able to say you did it.
I jailbroke mainly to use tethering. With PdaNet it's now very easy to tether your iPhone to a laptop. Another program I like is Searcher, which gives you global search across all apps, like on the Palm OS. Many people seem to like jailbreak because of Winterboard, which lets you change the appearance of the iPhone OS. Other things I like, but which aren't directly useful to me, are the Terminal app and ssh server, which let me log into to my iPhone in a shell and explore the whole contents of the iPhone. Being a programmer and longtime Linux user, this is interesting to me, but probably the average user wouldn't care about this.