There is always risk of leaking. In layman terms, imagine pipes. Do they leak? Yes and no. Depends on your luck. The chances for them to happen is low. If u are unlucky, your first experience would be your last.

For fan coolers, like others say, only part will spoil is the fan that can be replace, snap in easily.

At the end of the day, it's more to personal taste and comfortability. If u are more adventurous, go for AiO. Else fan.
And for either one you choose, please get reputable brand and quality. U can google keyword like best CPU cooler or best aio cooler.
Sometimes shop will give u some crap lower quality coolers if u don't know your stuff.