I wonder if Homebrew is safe for Mac users...
Do you have any bad experience with this software (like malware for example)?
Homebrew on its own acts like a command-line App Store.
sudo
to intentionally be safer. If you are concerned about downloading hijacked binaries, verify the SHA/SHA1 sum of the binary you've downloaded against the SHA/SHA1 sum published by the developer, usually on their webpage.
Despite a long track record of people not pushing malware or bad code to the system, it would be good hygiene to start validating downloads.
usr/local
, /usr/local/bin
for example.