chance of bricking?

the best answer to that. is to go through the "how to root" thread and read the posts...will give you an idea of chances, etc.
 
0%. Unless it happens. Then 100%.

Honestly I don't know if there are stats. It happens to some. It seems like a much greater than 50/50 rate of success...maybe 2-7% chance of failure?
 
As far as rooting? If you want root (not for custom ROM, but for AdFree, CacheMate or other reasons) and you use z4root, I believe it's zero.

That said, with z4root, the developer claims that if any issue arises when rooting with his tool, you should be able to just reboot and try again.