Well, just don't get lost. I've taken LSD hundreds of times and the worst was undoubtedly in nature (it was my fault, but I'm sure I'm not the first to make this mistake). I've done it plenty of times at house parties and it's been fine. My objection to a "clinical setting" is being alone with someone you don't know that well, and like you said, being confined and expected / forced to stay with that person.