I don't typically set any limitations for myself, as I am of the opinion that we should play the game as it was intended to be played, with no exceptions. House rules are limitations which exist to add fun to a game which shouldn't need any extra rules to be fun. The only thing which I don't like doing is creating "danger rooms," my reason being because some people are of the opinion that the quick skill-leveling they offer at little to no cost counts as an exploit. While I am not of this opinion myself (after all, why create training weapons if they serve no real purpose in combat, and regular training takes such an impossibly long time,) I do not want anybody questioning the greatness of my fortresses if I put in the time and effort to make them great. The honor of my dwarves, at least, shall remain unquestioned... they deserve that much, don't they?
Moreover, the use of these dedicated rooms ironically removes much of the danger from a fort, wherein lies the fun of playing Dwarf Fortress... so I have deemed them only acceptable to use in what I would call a "scientific fortress," and even then only in sparse amounts. If Toady decides to clear up the controversy surrounding the use of danger rooms and announces once and for all that he does not intend to remove or place limitations on them, then I will be all for them. But I doubt he will ever do either (remove them or confirm them,) as danger rooms have become so popular that removing them would probably cause the less-capable part of the player base to quit playing entirely out of frustration, and confirming danger rooms as the intended use of training weapons might make the more experienced players who scoff at them unhappy.