In Onyx under the Maintenance tab, you can repair the permissions, and executed the Scripts.
I wouldn't do anything under Rebuilt unless your Mac has a problem and you know you can fix it by rebuilding something.
In the cleaning tab, you can clean anything you want.
The first 3, System, User, Internet, and Fonts, are just for deleting caches, cleaning them won't hurt anything. Same with the Logs.
Be careful what you clean under Misc, I have never used that tab so I have no idea what the "Obsolete Items" are that it will delete.
Doing this once a month should suffice, its not like your Mac could't work without doing it.
The Link Scanner, well… I think using common sense will keep you out to trouble.
Besides, Safari 5 has a Fraudulent Site checker already built in, in the Safari Preferences under Security check "Warn me when visiting a fraudulent website".
When enabled it will query googles list of fraudulent websites and give you a big red warning when you try to visit a fraudulent site.
Phishing Protection
Safari protects you from fraudulent Internet sites. When you visit a suspicious site, Safari warns you about its suspect nature and prevents the page from loading.
Malware Protection
Safari recognizes websites that harbor malware before you visit them. If Safari identifies a dangerous page, it warns you about the suspect nature of the site.
EV Certificates
Safari supports Extended Validation (EV) Certificates, allowing you to easily identify legitimate websites and businesses. For sites that have an EV Certificate, Safari displays the site’s name in green on the right side of the address field. Just click the name to learn more about the website’s security credentials.
Apple - Safari - Learn about the features available in Safari.