I'm with Wayne on this one. I started out telling myself that a gas forge was too hard to build but I managed to prove myself wrong. If you want to go with a venturi burner, because those take some drilling and tapping, I'd go ahead and buy one ready made. Zoeller Forge and High Temperature Tools and Refractory sell them. They also sell the hoses, valves, and connectors to hook the burner up to the propane tank. A blown forge can be built with parts from a hardware store but the above two businesses sell them also. Both sites have pictures of forges others have built and sell the supplies like ceramic matting and refractory that you'll need. What they don't have is the blower that you'll need for a blown forge but they're easy to come by or even salvage off something like a clothes dryer.
If you want to go with a ready made forge, High Temperature Tools and Refractory and Riverside Machine Shop sell them. Most of the other forges out there are made for general blacksmithing and ferrier work and present problems with the way the fire is fed directly onto the floor of the forge. As far as safety goes it's not all that dangerous. Make sure that you have no gas leaks (check with soapy water-not a lit match) and, with blown burners, never have the gas on without the blower being on. I did read a post by one person who said that he liked to light the gas in the forge and then turn the burner on; he's the one with no eyebrows and half the hair burned off his head. If you screw up doing that one time, you'll not do it again. I guarantee you that but don't ask how I know.
I tried to stay with solid fuel forges as long as I could, specifically charcoal forges, but in the end I have to move my charcoal forge off to a back corner of my hot shop. I was spending more time tending the fire than beating on steel, which is par for the course when using solid fuel. Gas is also a lot cleaner and you can see how hot the steel is a lot easier.
Doug