If it has a thumb safety, I use it. On some pistols, the thumb safety also drops the hammer. On some of those, the safety/decocker also blocks the hammer and/or the firing pin. It is unsafe to carry these weapons with the hammer down and safety off because the pistol may discharge if dropped or the hammer is subjected to a sharp blow.
I do not feel unsafe carrying a SIG, which has no thumb safety. There is a positive hammer block, firing pin block, and a long, fairly heavy trigger pull. On SA/DA models, there is a decocker, but not on SAO, DAO or DAK pistols.
Nor do I feel unsafe carrying a 1911, cocked and locked with a round in the chamber, with the grip and thumb safety engaged. I'm not particularly comfortable with a Glock. The latch on the trigger is a joke (easily snagged in holstering), and the trigger pull is short and fairly light. At very least, I'd install the "New York" trigger, which is 9.5#, and avoid floppy holsters, holsters with open trigger guards, or Serpa holsters of any sort.