Depends on what you are like really. By that I mean some love them and think their antics add to the interest but others think they are a pain. For me I think they are well worth it, you do get mounds of sand appear and an area where it's not safe to put corals but that's a small price to pay.
I've heard stories of them having issues with other livestock but personally not had any myself. It depends on which species of pistol shrimp you get as some are bigger than others. I would be very surprised if you had any problems with a randalls pistol (good paired with a randalls, wheeler or Yasha goby), simply because they stay small. If you want a bigger pistol more likely to be out more then the bellus (great with a yellow watchman, orangespot like above or the larger shrimp gobies), they tend to be more bulldozers but are great if you have some space.
I can't really see them attacking fish unless the fish isn't in good health. In the wild there are many predatory species of pistol that do eat fish and other critters but the symbiotic ones are much safer. I know people who have lost their goby to them but this is a natural process where a weak partner is consumed so the nutrients aren't wasted. This only happens if the goby was on its way out anyway.
I've seen them try to incorporate cuc into their burrows but not try to eat them. Normally the hermit or snail then slowly escapes when the pistol is digging elsewhere. I've also not had any problems with ornamental shrimp, including ones that shared the burrow with them so in my opinion they are pretty safe and not something I'd worry about but you could be unlucky I guess.