If you are downloading from the Market, and you are using software from reputable developers and it's not "HotSteamyNakedKeyboard for Root," you should be safe.
Bad apps get outed pretty quickly, especially in the Rooted community. The only malicious apps I have ever heard of in the market were the most recent ones Google pulled. Plus they were all dicey sounding titles to start with.
With that being said... Keep you skeptical mind sharp! If an app is requiring permissions that do not make sense, do not install it.
Hope this helps.