I think the MMR is safe for the majority of the children. However there are some children who will experience some problems.
Due to family history and the fact that DS had a week of 41 degrees fever after each of his baby vaccines we opted for the singles. Not because we were sure that the MMR was going to cause him problems, but because we were sure if there were problems nobody would take us seriously. There has been so much bad press about the vaccine that obviously, many doctors wouldn't want to accept the possibility of a vaccine causing problems to a particular child to avoid further general panic.
Now, if your baby has not had problems like this, your family history is quite average, etc, etc. I would go ahead with it.