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If you stick to the official jailbreak and have the proper Apple cables, you shouldn't worry about bricking. Back in the day, there were a few things you could run that would change the baseband which was dangerous. There are security measures in place that let you disable any tweaks installed, and that lets you easily remove them.
It is very rare that a tweak gets an update that sends the device into a boot loop. Stick to the repos included, keep up with ModMyI and the other jailbreak related blogs, and you'll be OK. A majority of the stuff in Cydia is ancient though, so don't just try looking through it all yourself.
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