The most important thing about running a registry cleaner is to always back up the registry before you do it, and I believe CCleaner gives you the option to do this. To be honest I don't think registry cleans make much of difference to your system. They don't "fix" corrupt or missing or erroneous registry entries, they just clear out stuff that's being unused. And in a registry that contains 100's of 1000's of keys, deleting a couple of hundred of them isn't going to yield any performance gains. Same thing with registry "defraggers" which get advertised a lot - the entire registry is loaded into memory at startup so defragging it will only, if anything, affect boot times.
Having said that, none of this stops me from running the cleaner now and then during idle moments