A good GM makes sure the PCs are always in danger. That's what PCs are for, after all.
Of course it doesn't hurt if your players make crazy plans and do insanely reckless stuff. But for the most part that's a given.
Opening Crawl: Episode IV - A NEW GENERATION. It is a period of civil war. Rebel spaceships, striking from a hidden base, have won their first victory against the evil Galactic Empire. During the battle, Rebel spies managed to steal secret plans to the Empire's ultimate weapon, the PEACE MOON, an armored space station with enough power to destroy an entire planet. Pursued by the Empire's sinister agents, Princess Leia races home aboard her starship, custodian of the stolen plans that can save her people and restore freedom to the galaxy....
[SFX]: Pow! Pow!
C-3PO: This is all your fault.
R2-D2: How was I supposed to know an Imperial star destroyer would appear right in our path for absolutely no good reason?
Captain Antilles: No good reason? They fell into our trap! C'mon, men!
Rebel Soldier: Yes, captain!
Leia: R2! You return control of the ship. Right now!
R2-D2: As soon as we're out of danger.
C-3PO: We're always in danger!