SX OS is just a CFW. Its used the same way as any other CFW for the Switch which involves using the fusee gelee exploit. From a software perspective, it carries little to no brick risk unless you run malicious software which is rare nowadays. But since the exploit requires a bit of hardware, there is a tiny risk of physical damage to the console. However unless you are extremely forceful, the chances of this happening is still relatively low. Like all CFW, they can be utilized docked or undocked. Whether or not its worth the price depends on who you ask since its a subjective question. In my opinion, it is not worth it as much of what SX OS offers can be done on the other CFW. The only exclusive features are .XCI loading which is a non-issue as games can be installed as .NSP files on other CFW and loading .XCI games from an HDD. Support from TX is also similar to other CFW as they are all actively updated.