I have and have had a number of various printers, and have been using compatibles for years, and in all that time only ever had one problem due to leakage.
I also use CISS on some of the printers, which make life much cheaper and better.
There are a number of outlets like Choice Stationary, JTR Direct who offer compatibles, but it does pay to shop around. I even buy through eBay, but check the sellers feedback first.
Would mention that the manufacturers may have 'chipped' devices in their products, so make sure the compatible is compatible. Another point, is that some manufacturers state that using other brands of cartridges will invalidate any warranty. Check if the compatible seller as a repair warranty on their products.