Hi I would like to put a gas fireplace in my home. My problem is should I get a vented one or not. What is the difference in safety?

Do you have an existing fireplace and chimney? Vented units, unless in a glassed in FP are primarily for looks unless you have a double walled unit with a fan. Non vented are for heat. You cannot put a nonvented in a bedroom. If you have no FP to begin with your options are limited.
Vented units are safer even though nonvented have auto shut off with O2 depletion sensors. You cannot put a set of vented gas logs in a non vented FP. You can put nonvented log sets in a vented FP. Tell us what you have and what you are trying to do.