They are safe. They make a small puncture mark and can easily be removed by gently pulling them out. There will be a small amount of blood but it is pretty much like getting a splinter.
I've been Tasered six or seven times now and haven't died yet.
If you do get hit in the eye you're going to need medical attention. Tasers are meant to be aimed at the torso not the face. Anything used improperly can be dangerous. We usually Taser one another in the back and have a couple people there to keep us from making a gorilla cookie on the floor.
Here ya go:
http://www.taser.com/research/Pages/PhysicianFAQs.aspx
Edit: If you get shot in the back it'll be the same as being hit in the front. Your muscles will "freeze up", won't work, and you'll fall down. If you really want to get hit in the chest then sure, I guess you could put on some safety goggles and a cup and go wild.
There is no need for a medic to pull one of these out. It's a small piece of metal. If you really feel a need to have a doctor do it then break the wire off of the probes and run down to the doctor's office, shell out your co-pay, sit in the waiting room and read a magazine, get called back to the officer, sit down and tell the doctor what you just did, watch his expression, then watch as he puts on a latex glove and simply pulls the probes out, then leave and go home. The doctor will then have a funny story to tell the wife and kids that night. If you'll get sprayed with OC Spray then you can handle the minor pain of yanking out these probes-I'm a OC Instructor-so trust me on that one.