How to safely measure VCEO or VCES of a transistor?
There is a very simple way to measure it. You'll need a voltage supply rail that is high enough to reach the voltages you want to test, of course. (\$V_\text{SUPPLY}\gt V_\text{CEO}\$.) If this is a lab supply that allows you to set a current limit, use that feature. If you don't have a current limiting feature to access, then you will need to fabricate something (not hard, but again if you are using BJTs for this you need to be sure their \$V_\text{CEO}\$ is large enough.)

Just set the desired current and feed the current source to the collector of the BJT. Leave the base open, of course. Hook the emitter to the other side of the power supply. Attach a voltmeter across the emitter and collector and measure the voltage there.

The current source (or sink, depending) should be set to a value you feel comfortable with considering the BJT. Make sure that you test this current source/sink with a few different resistors to be sure that it is doing what you expect and yielding a value you want -- before applying it to your transistor.

That's about it. Don't test too long. Just long enough to get your measurement. See Vishay's Measurement Techniques for an example (Figure 3.)