I've arrived at the place if I'm not taking a career risk, I'm not happy. If I'm scared, then I know I'm being challenged.
You have to understand the tone of the movie, because if it's supposed to be funny, it can be funny violent like the Home Alone stuff, but you have to really understand the tone of what you're doing and make the action work for that and for the character.
I never get scared making these kinds of movies because it's all make-believe, but I did cry when I saw the finished version of Man On Fire because it is so sad.