The FBI is currently investigating hundreds, thousands, of drug-related crimes. They aren't deploying advanced firmware exploits on a daily basis. If you buy a laptop from a local store, and then run something like Tails from day one, the chances of them installing a firmware exploit remotely is nill. If you want to run Tails on your 5yo desktop that you use for Facebook, minecraft, porn, and for running your drug empire... then ya. Be worried. But running Tails on a new machine is safe.