I'm not trying to frighten anyone, but I do feel that I should pass on some of the bits and pieces of experience for all concerned.
The only times you should worry about safety with ammunition is when the rounds show signs of poor storage or abuse. The first tipoff is what the shipping container looks like: a container that is not orgininal or looks like it was stowed on the bottom of somebody's bass boat or looks like it went through a couple of small wars, is not a good sign. Likewise, check the condition of the ammo as it comes out of the box and check the manufacture dates on the military stuff. The older it is, especially the foreign stuff, the more likely you are to have problems.
Really old stuff -- WW2 vintage -- is still around. I have several steel .30 caliber ammo boxes loaded with 1943 and 1944 .30-06 ammo that's just as good as the day it was made and it has corrosive primers! I have friend who picked up some really old 7.92x57 JS (8mm Mauser rifle) ammo made for the German Army in 1937. This stuff is corrosive primed and has some corrosion as well as neck splits. If you find ammo that has corrosion or neck splits, you may want to consider disposal or breaking it down for components if you reload. You should be able to salvage the powder and projectile. The brass and primer should be scrapped.
Brass and nickel-plated brass are probably what 98 percent of us use in our guns. However, the aluminum and steel cased stuff is about. You should know the limitations that the use of these rounds may place on the reliability of your firearm.
The domestic CCI/Blazer aluminum cased ammo is very inexpensive next to brass or nickel-plated brass. However, it does cause extraction and ejection problems in some guns. The Chicom copper washed steel cased ammo hasn't been imported since Bill Clinton cutoff import sales back in the early 1990's, there's still plenty of it at gun shows. The former Soviet Union, its Republics, and former Warsaw Pact countries have stepped into that void left by the cutoff of the Chinese ammunition. Some of these countries use brass cased ammo (Czech Republic is one), while others use steel cases coated in enamel, laquer, or polymer. Why coated with copper or these others? So the steel cases don't rust.
Why do the steel case (and aluminum cases) give problems? Because all firearm chambers in the same caliber (example: 7.62x39mm) are not the same. Some are tightly toleranced and some are losely toleranced. This can affect extraction and ejection because steel cases (and aluminum cases) do not expand and contract from firing at the same rate as brass or nickel-plated brass cases. The problem of dissimilar expansion and contraction can also be aggravated by the rust-preventative coatings. As I said, some of the Wolf ammo produced within the last several years went from an enamel/lacquer coating to a polymer for reliability reasons.
None of the manufacturers of ammunition purposely set out to cause problems and they do make safe ammunition in large quantities. By and large, the flood of ammunition from both foreign and domestic production is very save and reliable. However, there are many kinds of guns that can use this ammunition and they are not all that uniform for many various reasons.
Be safe. Know your firearm. Know the kind of ammunition it prefers. Test new brands of ammunition for function before you by case lots of it. Ammo that causes problems in the reliability department is no bargain at any price. Your money would be better spent on the tried and proven manufacturer's ammo.