If you use some common sense you should be fine. Make sure all your software is up to date and don't even think of surfing the web without decent security software. Also avoid dodgy looking ads and don't hand over your credit card details unless you are intentionally buying something from a reputable company. My basic rule of thumb is if a site looks suspicious or links don't take me where I am expecting to go I get the hell out of there and don't go back - There are plenty of other sites to visit.
As far as privacy is concerned, this can be an issue if you are sharing a computer and don't want to have to explain your search history to your girlfriend, wife, mother etc.
Take the time to educate yourself on the workings of your browser and operating system and how to cover your tracks. Alternatively, get software that will do it for you. If clearing your history is a problem because a constantly deleted history looks suspicious to whoever is nosing around your computer, consider downloading an alternative browser that you use exclusively for porn. As long as you don't place shortcuts etc on the desktop, no-one will ever be the wiser but still delete the history etc just in case.
