If I leave my chargers plugged into the wall socket at all times, do they consume energy or present a safety risk? This is something I always wondered about: when I leave my charger plugged on the wall socket but not charging anything, is it still consuming energy? 

Some notebook chargers have a led that is always on, so I guess it's consuming at least a bit. But what about Apple chargers? I want to leave my iPhone and iPad chargers always plugged under my desk (so I can just connect my device when I want to charge) but I'm worried they shouldn't be plugged all the time due to safety risks or phantom power consumption.

Is there any way to measure this to be sure?
It does consume energy. Feel it, it will feel warm or even hot. It doesn't use much, but it is still a good idea to not waste this. Unplug it, or buy a power strip and turn off the power strip when it isn't needed.

To find out exactly how much, you could use a Kill-a-Watt, or read the MacBook Environmental Report (PDF). The current version (MacBook, May 2010, White) says the no-load power draw is 0.010 W. The older version (MacBook, 2008, Metal body) draws 0.15 W at no load. This is quite a difference.

0.15 W means if you left it plugged in for a year you would use 1.314 Kwh. Given a price of roughly $0.20/Kwh this would cost you about 25 cents per year. If the computer is on the whole time (at 14 Kwh) the cost would be about $25/year.