[Jeff Higgins]

Jim's right; sometimes the bullet doesn't even leave the barrel (in rifles, anyway). Pressure simply dissipates too quickly to continue to force the bullet down the bore. That, and they don't make as much noise as if they had fired correctly. It's more of a dull "whump" than the sharp crack we normally hear. So, really, the shot itself doesn't scare the shooter. Looking at the gun afterwards to see why it sounded funny tends to, though.

I can't remember the last time I fired a commercially loaded round in any of my rifled arms (I don't reload shotgun shells). Going on probably 30 years now, without any trouble whatsoever. In excess of a couple hundred thousand rounds in all, by actual record, between a once very active match career, load development, and just fun plinking. There is nothing to be afraid of, but it is not for the inattentive or careless.

One thing I absolutely will not do, however, is buy and shoot someone else's reloads. I will happily fire my shooting buddies' guns with their reloads, but they will never be fired in my guns. There are lots of reasons not to do that.