Afaik there is zero danger and there will continue to be zero danger in using hacked VC games. People are really paranoid about such things. Nintendo will NEVER brick your wii nor will they sue you over pirated vc games. It's bad business sense to punish your own customers even if they did something wrong. (Why m$ and sony did this is beyond me... maybe they don't want to make money). Now what they WILL do is shut down sites and individuals that are distributing said roms. But the end user... nah your in no danger.... the worst they are gonna do is disable all your hacked roms.
Now a wii getting inadvertantly bricked due to a bad file, that's another story, but it isn't a copyright issue, it's a software bug.
Refraining from going online for the shop channel is one thing, but refusing to go online period is just plain silly. Guitar hero isn't programmed to look at VC data, nor is mario kart.... neither is the weather channel, the internet channel, ect.... Also note that due to international laws (which are similar in EVERY region that the wii is sold in) nintendo can't use a service like 24connect to disable roms either as they aren't allowed to update your wii without permission. (This is why there isn't an auto-update feature on the wii.) Now they might have a update you can install that'll disable them and make it a manditory install to run the latest game, but you'd still have to actually say "yes" to install the update, which gives you the opportunity to run a wad uninstaller prior to the update and thus, no risk.