Personally I used to hop into every one I saw, on the basis it would be guaranteed to not land me in the zoo and get a better idea of the floor layout and what shortcuts exist. However after losing a very promising character on level 7 that got one shot after landing in between four ice golems I've rethought this. Now I don't step on any of them at all, as really the chance to get trapped in a no win scenario is just too high compared to any potential benefit. I never risk stepping mysterious portals either, but I do take any down staircase I see as occasionally there's a decent item that you can safely grab before fleeing back up the stairs again.
If I'm in a losing fight, I'll jump into one. Whatever's on the other end can't be much worse than whatever I'm facing now. As for down stairs, I never ever touch them until I'm finished with the floor I'm on. Ever. Call it OCD, I guess. As for mysterious portals: they throw enemies from any and all dungeon levels at you. So if I'm at a low level, I'll probably find enemies from much farther down within. So I avoid them. But if I'm at a high level, I'll probably find much weaker enemies within. In which case I traipse right in.
I generally only use them after exploring a large chunk of the map (at least 50%). If there's a boss monster chasing me and i dont have enough distance to throw stuff at them, I take a portal. Sometimes I try them out if I have a quest or a store on the other side of the map. I think i've only ever gotten trapped a handful of times. What's dangerous is those very small rooms, like Dwarven Express Post type rooms. They often have lots of doodads and other immovable objects to block you as well. But you're usually more likely to get dumped into a larger space or a hallway. If we could annotate our maps, these would be way more useful. You could just use number pairs.
Random tidbit I learned recently: if you Shove a portal, you enter that portal by stepping on its new location, but when you come back through you will land in the original (now empty) spot. Could be used to get extra breathing room if you don't want to walk all the way back...or could get you trapped.
Given that I always pick either knockback or teleport skills in my builds , I don't face a great risk entering teleporters - I just switch to strongest armour and jump in. Sometimes it can get tricky though , you have to make sure monsters do not sit on the teleporter as knockback can move those around as well.
Explore the whole room they are in, turn invisible, test them. Pretty much that, and it never changes unless I'm on the first two floors (where I might not yet have an invisibility-granting skill or item cache), but it's difficult to be one-shot after teleporting on the first two floors (and it's not like I'd waste that much time if I died on either of these floors).
I think that's a mistake, personally. I take EVERY staircase I see. It's very very rare to be pinned against an enemy at the bottom, and knowing where all the staircases are when you start the next floor is a HUGE benefit. I literally walk down them, take a step or two, then go back up. But it means every level after DL1 I start with about 1/4 of the map filled in. I highly recommend it.
Only ever use one of them on a new level to find an escape point in case I open a monster zoo early. And I only do that if I have some escape option handy in general. (And I don't start exploring a new level until I've cleared a teleport connected room as a getaway.) Otherwise too dangerous and offer no gain. (Much more dangerous than taking down stairs, which I'll happily take as long as I'm at near full health, even for a mage character; assuming a couple escape options exist.) Nice for getting around one the level is cleared though.
I only use them after fully exploring & clearing the map. Of course, I've never stolen from Brax, either (not counting the auto-steal in Burglary).
@kablooie Brax is (and 'dread' collectors are) a ridiculous pushover by, I don't know, level 5. Go back and take whatever you need. Just be sure you have some escape options so you can run to a stairwell if you start to get overwhelmed
Not to mention, you can also sometimes get lucky and snag an item from a DL ahead of your current one. I once accidentally went to DL 2 from 1, and found one of those really nice 8 damage polearms. I should do this more.
yeah, I read about aggo'ing Brax and the Dread Collectors, and decided to just avoid that aspect of the game, being Mr. Cowardly Rabbit that I am. I might try it, but, hell, in the build I just finished, I didn't even re-Krong any anvils, or even use the ones I ignored (was saving for later). Didn't need 'em. Sigh. Post-killer-build ennui. Now what to do . . . . I guess it's harder to code areas only reached by teleporters (the pads, not the switches) - I've only encountered that on a few levels. I do wish the Monster Zoo's would stop splitting up into two rooms every time, every single one in my last run was that way.
Take ALL the teleporters! Generally, the advantage of having some prior knowledge of the dungeon layout, and especially knowledge of escape routes, trumps the rare chance that I might pop in surrounded by things. Plus, if I pay attention to which leads where, I can more easily get back to the shop or stairs or shrine or whatever instead of hiking all the way back from halfway across the dungeon.