Yes there's a slight risk mixing repos like that but it's a lot less than installing from source. It's in fact quite common to use some packages from testing because debian tends to have pretty old packages in stable. I suggest asking on debian forums if you don't believe me.

It's quite easy to compile software from source code tarballs downloaded from the software's website, but not always so easy to remove it later. Often the instructions that come with the source code include instructions to use commands like ./configure && make && make install.

When you install software this way, you will not be able to remove it with apt-get or Synaptic. The APT packaging system can only remove software that was installed by the APT packaging system. Even worse, software installed this way can sometimes conflict with the software packaged for Debian.

Software installed this way also does not benefit from security updates the way that Debian packages do. If you want to keep your system up to date without having to manually compile and reinstall for every update, stick to the Debian packages.

The make install script may make invalid assumptions about where the compiled binary and its associated files should exist in the filesystem and under what set of permissions / ownership it should run. Software installed this way could also replace important software vital to system and package maintenance, making it difficult to repair your system using standard Debian tools.

Also note that testing is what's going to eventually become the new stable version so you'll be upgrading to it anyway.