it can be easy but that is why its a good idea to feel your cables after a few hours run to see if they are getting hot.

I would agree. 12 volts can start fires quite easily if the amperage is high enough (try shorting a car battery with a coat hanger. Wait, don't). Given that some of us are using 1,000+ watt supplies they can feed plenty of current into a dead short, enough to start fires and fun stuff.
Speaking of which, something I noticed in the BFL Jalapeno community: The crap power supplies they send with these things typically put out 12 volts at 7 amps. Nice, and when there is a short on the board the supply crowbars because the components can take 12 volts at 10 amps.
However when someone wires into a big-assed 600 watt power supply, a short will produce 600/12=50 amps of current into the short. Exceeding the capacity of the components, leading to small explosions as the FETs blow up.
This is why I recommend putting a fuse in line with any component rated to the max current the component can take. Yes it costs a buck for a fuse holder and a nickel for the fuse, but it could save your gear. Note: Although this is not really a problem for 12 volt systems plugging into walls, if you are hooking up to a big battery array make sure your fuse can clear the maximum Amp capacity of your pack (Amp-Interrupt-Rating)
Learned this lesson working on electric car controllers, where a 2 amp rated circuit would be exposed to 10,000 amps of current from a battery pack. Hilarity ensues when you have a plasma ball on your bench....
C
eg. R9 280x takes up to 250W continuously (maybe even more in spikes) and thats almost 21A. 75W (6.25A) is drawn from PCIE slot when the card is plugged right to mobo or via non-powered riser, rest is taken from PSU branch and thats up to 175W (14.5A). If You put several molex to 6/8Pin adapters on one branch to feed 2 VGAs, it have to deal with 350W (almost 30A). No matter how quality Your PSU is, theese wires will heat like hell and if you entangle them together or lead them close to VGAs heatpipes, its just matter of time when they´ll burn.