I always go for charcoal... I figure if the wood catches on fire then I won't get smoke from it for as long and it seems to mess with the temperature inside the smoker somewhat. As Sarge says, it probably doesn't matter, but everyone needs a hobby, right?
To prevent it, I put a double thick piece of aluminum foil in the smoke box and poke small, skewer, size holes in it. This restricts the airflow sufficiently to avoid combustion in almost all cases.
The other reason I want mine to come out as charcoal is because I then transfer it to my charcoal bin for use in my grill which means I get double use and I don't have to buy charcoal as often.