Way too broad of a question. There's middle ground between playing things safe and living dangerously. What about the person that takes calculated risks, someone who is not a constant thrill seeker but who will jump out of a plane that one time, or raft those rapids once in a while.
Hell, Zoot, you just took a risk, in my opinion. You upped and left your job and where you live, and moved to a totally new place with a totally new job. That's a form of risk.
Lastly, I never have done drugs or smoked, and never will. Drank a bit in years past, but never too often and rarely too much. Yet, I love my life and always will. Whatever thrill I got from my times being drunk is so dwarfed by the thrills I've gotten from traveling, or meeting new people, or even attending concerts and sporting events. There will never be a high for me like the feelings I felt upon riding the Tube in London for the first time, or taking a train from Salzburg to Vienna, or wandering around Tokyo with the biggest grin you've ever seen just because I was in fucking TOKYO!!! That's the kind of adventure and high I like, and, if I'm ever gonna be an addict, let me be addicted to exploring and learning and just enjoying myself on my terms.