You're correct in saying that RAID 0 is less safe than independant disks as you will lose the data on all disks rather than just one if one fails. However, my previous statement is still true:
Depending on the RAID level used, a RAID array can be dramatically safer than independant disks.
For example RAID 1, which mirrors the data on the disks, is much safer than simply using independant disks. RAID 5, 6, and 1+0 also incorporate various levels of redundancy, while independant disks do not.
I dont see the point on using any other than RAID0, because what you want is speed, otherwise what do you mean?