Is it safe to always leave a Macbook Pro on?
From a software standpoint, it's perfectly fine to leave your Mac on continuously. It can even be considered recommended, since Mac OS X has a number of optimization scripts that run on a daily, weekly, monthly basis, but can only do so if the computer is on.

From a hardware standpoint, it depends on your model. If you have an older (pre-2008) MacBook with a removable battery, leaving it on and plugged in continuously will kill the battery quick. In that case, you should remove the battery from the machine, only putting it back in occasionally, charging it to around 60%, to keep it in good working order.

The new MacBooks with non-removable batteries are designed to be able to be left plugged in constantly. The battery has circuitry to optimize the charge cycles so that the life of the battery is not adversely degraded over time (more than just normal use causes).