One of the SAFEST countries in today's measures : YES
A lot safer than many but I would not say that it is the safest. Remember the car bomb blast in Doha a few years ago? Ok... that is one isolated attack but I am sure there will be some spotty faced fundamentalists out there that do not agree with what is going on at Al Udeid. I would suspect that are other countries in the Gulf that would probably be labelled as less of a terror risk than Qatar.