Nailguns are definitely one of the most dangerous carpentry power tools you can use, especially framing nailers. The picture of my wrist above shows what happened when a 90mm nail ricoched off a hard knot when I was using a framing nailgun in 'bump action' to fix roof rafters. It pierced my wrist like that, even though my wrist was around 1m away from the gun!
Finish carpentry nailers are a bit less dangerous only because they fire much smaller brads, the average being 16-18 gauge and anywhere from 25-65mm long.
As long as you're more careful (sensible) than me a nailgun will soon pay for itself and be earning you more, saving you time and even making for stronger joints.