Wet is safer from what I hear. But if you know what youre doing it is all safe

I belive Tharser sells a TB plate for a nitrous setup. I would say start off with a small shot like 50-75hp and you should be safe. There is alot of good info on here about it, If not im sure somone with some more knowledge will chim in
FWW- Unless your street racing at every stop light for money, Then i would just put the $500-750 into other more streetable mods. It will probably cost you $50 to fill a 10lb bottle and it wont last very long