Between the low O2 shutoff and if you use a CO detector, they're actually pretty safe. I used a Little Buddy for years with great success before it quit working. It needs a new burner pad and they cost more than 2/3 the price of a whole new unit. I'll just get the Big Buddy and be done with it. I can use the extra capacity on occasion.
If you leave the pilot running, it's very quick and easy to just turn up the heat without all the screwing around to ignite it.
