They are worth doing. And you don’t get shot at all if you know how to navigate. For instance, you can run only certain missions that are in your agent’s system. You can also have ships distributed around your agent’s system so that you ceptor to them and don’t move your mission ships. If you want to run burner missions, you will lose ships very likely more often to the missions than to gate camps.
Personally, I prefer to not leave my main mission agent’s system at all. I run L4s with a BS there and make enough LP, tags and ISK to have a nice income. And I don’t run missions in the best mission systems, like H-ADOC or G-0, which also keeps your mission running safer.