One of the main advantages to having your business taxed as an S-Corporation is that you can potentially reduce self-employment tax.
For example you will end up paying self employment tax on 100% of what you make in a sole-proprietorship. Where as if you have an S-Corp you have the opportunity to pay yourself as the business owner and pay self-employment tax only on the income you allot for yourself.
In general it is safe to start your business as a sole-proprietorship. However, when your business reaches a point when you would like more control over your tax liability be sure to connect with your accountant to discuss options with your business titling.