yes i have also heard of a guy whos wheel fell of due to spacers, this was most probaly due to him either getting very shitty 'bolt-on spacers' or not doing them up properly, he wasnt a very machanical type of guy.
the guy whom I'm sponcering has a heavyish car, thats 4 stud and its a track/drift car. he uses bolt-on spacers and slip-on spaces and he has never broken a stud, he one stripped the thread on one because it was over tightned and corroded. i would not ever recomend using this much spaceing, just get desent wheels.
slip on spacers ARE NOT DANGEROUS unless you 1) don't do your wheel nuts up in which case it wont make any diffrence if you have the spacer on or not, 2) you get a over size slipon spacer and do not have the deep type nuts rendering you with minimal thread on the stud.
i have some wheels that require the deep type nuts, i lost some of the nuts and had only 2 of these deep nuts per wheel, and 2 ke70 nuts which only went on 3 turns. i did not have a problem with this but i wouldnt recomend this as being a permanant thing as it puts much more stress on the threds. anything can be dangerous if you don't take proper precaustions or use it in a manner other than directed.
having said that, if you can get away with a 6-8mm slip on spacer and deep nuts i think thats your best option. bolt-on spacers need to be checked from time to time to ensure that they are still tight just as your wheels should be.