I agree, it's a tricky proposition, requiring a great deal of care. Though based on my experience with the Dietz, it's considerably safer than the "open pots of flaming liquid" some have suggested.

I'm using the Air Pilot model, which is rather squat and has a very wide base; I can tilt it to 45 degrees and it will right itself. Some cheaper lanterns I've seen are quite top-heavy, even with the tank full.

One thing I've noticed is that lanterns burn hotter and brighter as the burner and fuel warm up. I'm constantly turning the wicks down. So I'll start at minimum and adjust to keep it there. Otherwise I'll have kerosene soot all over the car. Not good.