Ever since a supposedly "ovenproof" thermometer shattered glass on my turkey Thanksgiving 2006 I have been afraid of these things. Is it generally safe to use them? Any maximum temperature I should be worried about?
I'd suggest a digital probe thermometer AND an instant read digital thermometer like the OXO (which is pretty cheap) or the Thermapen (which isn't). A leave-in probe lets you monitor the general progress of the food, giving you a good way to gauge how much cooking time remains without having to open the oven and slow down the process. The instant read variety is great for checking the internal temperature of all sorts of food that you might not normally measure -- steaks on the grill, mashed potatoes, stocks and soups (to make sure that they're cooling quickly enough), bread (to check for doneness)...
Both leave-in and instant read are extremely useful, and neither of them will expose your turkey to the risk of glass shards.
Don't use the stick it in and leave it thermometers... get yourself a good insta-read. You want to take multiple readings from all over the roast not just one spot. Most chefs have a good insta-read in their sleeve pocket at all times. Even good ones don't cost a huge amount of cash and they last for years.
IMHO avoid the digitals. I don't like batteries and the calibration of them, if you can do it at all, doesn't leave me with the same confidence as a traditional dial unit.
The leave-ins are made of metal so they act like a conductor of heat and will in fact make the area around the probe cook faster and throw off your measurements. Just like when Grandma would stick baked potato spikes through the middle of her spuds to help with cooking. What you ended up with was an outside layer cooked, a middle layer under-cooked and a center that was cooked.
Heat loss from openning the oven door for a quick temp check won't effect the cooking unless we're talking a souffle. Using a leave-in so you can monitor how done the roast seems strange to me. A whole roast chicken in a 400F oven will be 3/4 done in 30minutes so I know that I should be checking with my insta-read starting at 30 minutes and every 5-8 minutes there after.
Leave-ins however are GREAT for putting into your frying oil so you know when the temp is ready to do your French fries or if you need to actually monitor the temp at the bottom of a bucket of soup that is cooling in the walk-in (stcking your hand into the soup is frowned upon even if you are trying to keep with food safe practices).