who here really ever got penalized

There's obviously a response bias when you're reading forums like this. Those who have had sites penalized are much more vocal than those who haven't. It's not extremely common, but it does happen though. I've never had any sites seriously penalized, and have almost without fail been impacted positively by all the penguin/panda updates. That said, I have had some sites penalized in the more distant past. If you want to try something new or risky out, don't try it on your big-money sites until you've tested it a bit.

Got hit with sape.

I think you'll find most black hat sites get hit at some point, theres a thread from a few years ago on here with 100s of 'thanks' that suggests building backlinks with 30% main keyword or something that would be ridiculous to do now, all those sites will be gone. Google moves the goalposts