What you *do* have to be *very* careful of is getting any spray or water
mist on the bulb when it is on. If that happens the bulb can shatter
(and they implode rather violently). If it shatters, make sure you don't
look at it, because it can release short wave UV which can damage your
eyes without you even realizing it. Just get out of the room and turn
off the main power.
I work sometimes in a plant store which is lighted almost entirely by
halides. We have never had this happen, (though a few close calls). One
guy did drop one though...luckily it was still in its package, but it
was an amazing sound. :)