Always make sure you have read the corresponding MSDS beforehand when working with gaseous chemicals, and make sure to share a TRA (Task Risk Analysis) or a complete operating procedure with the technicians. After they approve the operating procedure, which should include the transportation of the chemical to the lab and how to throw it away, you should be able to confidently use this chemical.
Gases are typically inserted in a controlled environment such as a glovebox or a vacuum chamber. This means that typically, one does not get into contact with these chemicals. However, it is good to be aware of what to do in case of a leak.
Some commonly used solid chemicals (primarily metals, compounds and ceramics) in the lab that are hazardous: