The new January, 2011 issue of Consumer Reports has a five page spread on "Glass bakeware that shatters." While they stopped short of saying not to buy the stuff, it's pretty clear that there are serious safety hazards with Pyrex and Anchor Hocking products. Cookware discussion boards have been covering this for the past few years. It's nice to see CR researching the topic too. This article is not online yet, but should be soon.
I believed the cooks who posted their experiences with shattering glassware in spite of the exhaustive denials by the manufacturers. They are still denying responsibility to the CR investigators.
To be safe, I simply quit using transparent glass for any heating applications. Good quality stoneware and porcelain have replaced Pyrex for me. With careful shopping online and in TJX stores, it wasn't that expensive.