The problem with exploring in wormholes is that there’s literally nothing you can do to avoid a gank if a hunter is waiting for you in the system. He’ll have all the sites scanned down and will be sitting cloaked on a perch until he warps on top of you and then you’re cooked.
In nullsec, you can just cloak up if somebody is in system with you. I hunt in wormhole space and explore in nullsec (and get back and forth through wormholes). However, if you must explore in wormhole space, use the cheapest ship you can fly.