Not sure if serious, but anyway. Why? Do you need the joke-out-of-date-crappy-data they provide? if not, go build some links.
And there is no risk. If you are really paranoid and need to add it, place it on it own G account, not with other sites.
seohug when was the last time you actually used GWT?
GWT is already collecting data on all of your sites anyways. When you "add your site" to GWT all you're doing is verifying that you own the site so Google will give you access to the info that it already collects.
GWT doesn't wait till you add a site for it to start collecting data...
Just because you don't add a website to GWT it doesn't mean that you are "under the radar" and Google doesn't know anything about your site.
May as well access the info and use it to your needs.