OpenEmu has been perfectly safe for me, but I have a Mac. Very, very rare for something that works for me to be not safe.
In terms of ranking them from easy to hard (in that order, assuming normal mode only): Awakening >> FE8 > FE9 >> FE10 >>> FE7
Shadow Dragon is hard to rank. Too boring for me to care. Awakening's Pair Up and Second Seal mechanics make the game mad easy. FE8 (Sacred Stones) is the only other FE in NA with random encounters on a map, and it has the Tower and Ruins for grinding, as well as the regular enemies all being fairly weak. You also get Seth in that game. Think Frederick, but with him having some of the if not the best growth rates in the game.
You should be aware that in all of the other FEs, you have limited supports. Only 5 total, and the supports are from C to A, with a rather small pool to support with. FE10 is the exception with only one active support chain per character at a time, but it can be anyone.