I don't use them and generally I advise people to avoid them. A beardie shouldn't be able to reach the bulb, and shouldn't be able to jump up and touch it either. That means it can't burn itself. Even if it could jump high enough, it could only bounce off the bulb, which isn't enough to cause a burn.
If you have a guard, it gives the beardie something to hold onto, so he can get a lot closer to the bulb where it's potentially too hot. Some of the metal guards can get hot enough to burn as well if the beardie chose to hang onto the guard.