I just use the one Lowes sells. I use the hell out of it. It's pretty hard to catch green grass on fire (to a degree that it is sustainable), so burning the house down isn't likely. HOWEVER, I am a cautious person so I usually have a water hose within 50 ft and if I burn weeds in or near the lawn I might give it a shot of water before I leave the area.
What you don't want to do is burn a weed next to a pile of leaves. Organic material that has died and dried out is what will burn quick, just like firewood.
But all in all I'm a total pyro and love to burn when the weeds are on concrete or sidewalks. It's quicker to get the weeds gone and then I might spray a little roundup or even a Pre-m in the cracks.