I would be very leery to suggest a DSD outside of the US without a lot of research, but they are usually done as a spur of the moment decision - so generally, I'd say don't do them.
There are plenty of safe, well run dive resorts outside of the US where you can learn to dive and have fun safely. You only have to do the same amount of research on them as you want any US-based operation.
Now, if you had said "don't learn to dive on a program from any US-based agency, use BSAC or CMAS training programs" then maybe we could be getting somewhere.