I've been fairly lucky when it comes to smithing. Only a few little scale burns on my hands and some stuff coming out of the fire and landing on my lips. It looks pretty funny when you see it happen, but don't know what's going on.
The worst burn I got came from hot brass directly out of an M-16 hitting me in the neck then falling down my shirt, burning my chest and tender belly all the way down to my belt. I think you can still see a scar on my neck and a little bit of one on my chest.