I had a bad incident with a chiller where I didn't tighten the worm well enough. Once the copper coils heated up from the heat exchange it loosened enough for the pressure of the water to push out the tube. When I came to check on it (yes, I was relaxing, having a homebrew and not at my post in front of the cooling wort) I had an extra 3-gallons of city water in my kettle. I would say, clamp it tight, double clamp it if need be... clamps are cheap, wasting hours brewing then ruining it because you didn't have tight enough hoses is not cheap.
"I have just returned from visiting the Marines at the front, and there is not a finer fighting organization in the world!" -General of the Armies Douglas MacArthur
Kegged: Pride of Prussia Pilsner, Devious Dunkel
Bottled: Monkey's Paw Porter
On Deck: Red Magnum
In the Hole: Spider's Tongue