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If you must have a newer version, upgrading to Testing is an infinitely better idea than adding Sid or Testing packages to Stable. If you do not want to upgrade, but a package is not in backports, you could build it from source. I shall not try to give any specific advice, since I have never tried it. (I have theoretical knowledge, but no practical experience.)
In spite of the name, Debian Testing (Wheezy) is far more stable than even older versions of Ubuntu. Building something from source can be painful because of the dependencies. In other words the libraries which needs to be installed prior to compiling the source.
If you want to add it, the best way is to use APT preferences. I have used this without to much problems but it has the potential to leave your system in an interesting state. Have a look at this.
You could always try to compile from source in the 1st instance. The degree of a nightmare depends a lot on the package. Once you have decompressed the source file the INSTALL.txt or README.txt lists the requirements, you then run ./configure which will also report missing libraries. If this does not fly, try plan B.
Depending on whatever package he/she is trying to install, this could still replace half his/her system with testing/unstable packages.
Yes! That's possible in theory (e.g. alt-pinning the testing version of kde-full) but highly unlikely. Furthermore aptitude always asks for a verification if what you are doing involves installing more packages than the original command calls for. It also lists all the additional packages it's going to install and waits for you to confirm before going ahead. I wouldn't get my knickers in a twist over it.