For a shelf atop a steam radiator, absolutely (plastic melts; metal and glass conduct too much heat; the radiators [since they're heated by steam] get hot enough to burn flesh but not to ignite wood).

For a dowel in a curtain, not at all.

For an air conditioner prop, depends on its weather resistance properties and whether it's open at the ends (don't really want to make it a home for critters). In this case the plan was to use the aforementioned screw gun to attach the 2x4 to a piece of 2x6 that I already have -- which is a lot easier to do with wood than metal if you don't have specialized tools.