Leaded is easier to solder with, lead-free is less bad for you, but inhaling any fumes from burning stuff isn’t good for you, so use an extractor/filter no matter what.
I'm a fan of leaded solder. The lead risk can be mitigated by ensuring that after you handle the solder, you don't touch any mucous membranes, cuts, eyes, or anything you're going to put in your mouth until you've thoroughly washed your hands (or removed your gloves, if you're a glove person).
Leaded solder's real downside is environmental: odds are, what you've made will eventually end up in a landfill, where the lead will leach out and potentially contaminate the local environment.
[Now we're trying to sell "soldering hoods" on HN?!]
Use common sense:
- Solder in an area with constant air flow,
- Keep some space around your work so the fumes move away,
- Don't snort solder OR flux!8-))