I'll provide "the long explanation" on safeties. I know you're interested in a semi-automatic, but to cover the subject you really have to start by talking about safeties on revolvers...
I think most
*revolvers* come without safeties. You can buy some revolvers with safeties (I think), but most people wouldn't bother. An uncocked revolver has a trigger pull of something like 8-12 pounds across an inch of travel (a so-called "double action" pull). It takes quite a lot of effort to fire an uncocked revolver; it's not something you would normally do accidentally. It's only when you cock the revolver that it becomes hair-trigger (a "single-action" pull) and more prone to accidental discharge.
So basically with revolvers, you consider a loaded but uncocked pistol to be "safe" for concealed-carry purposes: When it's uncocked, it's set for the heavier "double-action" pull.
I knew a woman cop who kept a loaded but uncocked .38 revolver in her purse. She felt perfectly safe with it like that. She said that the only thing she had to watch out for was trying to grab it out of her purse in a hurry and finding that it was hooked on something. If she tried to yank it out without seeing what it was caught on, she might get an accidental discharge that way. (If the gun got caught in her purse, she would just reach into the purse and fire from inside the purse, if it came to that.)
Again, you're not buying a revolver; you're looking at a *semi-automatic.* But the same principles apply.
As for the semi-auto you're looking at, it's a Smith and Wesson "Sigma" model, which is so-called "Double Action Only." It functions like a revolver with a heavier "double-action" trigger pull, so that just like a revolver you won't need a safety. (That's handy for concealed carry, because safeties get hung up on clothes and holsters when drawing.)
For more on the types of semi-autos and their safeties (and the kind of action they use), go to the following link and scroll halfway down to the section entitled "Autoloader Action Types." Yours is under "Double Action Only" (the Smith and Wesson Sigma):
http://www.sightm1911.com/lib/ccw/selection.htm
Anyway, if you want to get the Sigma, you may want to check one out at gun store to see if you're comfortable with that trigger pull. Since it's "Double Action Only," it may have a heavier trigger pull than the military M9 (if that's what you're used to).
Incidentally, as for firing at a pistol range, I never use a safety with either a revolver or a semi-automatic. At a pistol range, you're either firing (unsafe) or you completely clear the weapon and open the cylinder (revolvers) or lock the slide back (semi-auto) if you want to put it down. Most semi-auto safeties don't even work when the slide is back.