Vapelife1200

You will drop a lung if you vape that

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Omg....

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Diy strawberry cream

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Basically make sure your build can handle your amps output...**** tonne of info on YouTube mate

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Regulated mods (ones where you set voltage/wattage/temperature) have a really good track record, but there's also that rare one that has a fault, or one that someone has modified or done something stupid with... 
Mechanical mods (where you press a button that makes the battery contact and complete a circuit) have a good track record too... IF THEY ARE USED CORRECTLY, and people aren't being stupid... like trying to fire a 0.05 Ohm coil, or using batteries that cannot handle the Amp demands their coil is pulling.  Explosions were still uncommon even years ago, before battery technology became better!
Like @Tam said, most problems are with cheap Chinese batteries, knock-off batteries, damaged batteries, or where someone pops a battery into their pocket or purse (unprotected) and loose metal manages to make contact between the positive and negative posts, creating a run-away discharge/venting.
There's no reason to panic... your mod is 99.9999% safe if used correctly AND you are using a good, reputable battery of the correct Amperage specification for your coil needs.  Stick with Samsung, LG, Sony, etc. batteries, and make sure they are at least 20A... and you should be fine for all your vaping needs.

Most people refer to them now as "drop in coil tanks" though the names sort of change each year it seems like. Clearomizers are generally more like the CE4's. (At least that's what comes to my mind when I think of a clearo). 
TVF8's can produce some pretty hefty clouds and is a sub ohm unit, but rather than build your own coil, you "drop" a coil in and go. it's a convenience thing. (Like me, I use drop in coils because while making your own coils is the way to go, I just love the convenience of drop in coils) 
Another benifit to building your own coils is that it's cheaper however, please, for the love of vaping, look into battery safety. We've shied away from rebuildables not because they aren't awesome but we've had some....situations in which  users were getting ahead of themselves. (Ridiculously low ohms, mixed with the wrong battery type, on a mechanical mod = a bad situation) 
 
We have a good rebuildable community here on the forum (see the rebuildable categories). Everyone is super helpful, it's always better to pester and ask than to be sorry