Just like everthing else out there, be very careful with them.
Some people can't stand the smell of them. If they get in your eyes they sting like hell and you'll want to wash your face immediately. Don't let them touch your skin either. They're known to "burn" or scar the underside of your nose. Above all, don't overdo it. When I was younger I've seen people go through nearly an entire bottle in one setting and it was like having sex with a crackhead.