I've done estiming a long time. I only use a P.E.S. box, designed specifically for sexual estiming. They have some excellent information on their site, and always advice available from a lady name Anna. http://www.peselectro.com/ Never estim above the waist, and OK below the waist, but don't overdo it, get to know your body.
Also, be careful about straining muscles and the like. This is one of those areas where good common sense rules. Also, be aware that as you increase power levels the body can respond such that you don't feel it as much and if you continue to crank up the power you can possibility hurt a muscle, etc. I have never had that happen. I use prostate stimulation, rings on the end of my dick and a huge favorite of mine, ghost fucking. I am very anal, and I find a good ghost fucking with a P.E.S. box works out my asshole so I am less horny. My advice is to use the right equipment.
I know some are into estiming for pain, I am not. I only estim to have a good time, for me that's no pain. I do HFO all of the time, but never pain. Also, be sure to use the right electrodes. Here is a site where you can also get some more information http://smartstim.com/
Also be careful with DIY electrodes unless you know what you are doing, For example, some metals are poisonous to the body and with electrical currents flowing it is possible to basically plate out metal components into your body, this is not good.
All and all, to me, estiming is quite safe if properly done. zity.biz plus those two sites I mentioned should give to you a lot of good information. Don't be afraid to estim, just do it wisely and correctly, and it can be tremendous fun.