Asking “how many rules is safe to use” is a bit like asking “how many lines of PHP code is safe to execute” or “how many bytes of data is safe to retrieve from the database” per request. There’s no general rule for this. I create as many rules as needed by my application then measure the performance myself and optimize routing by
Yii’s built-in profiling feature and the debug toolbar can give you some numbers to start with.
Standard tools like XHProf or Xdebug can be used for more detailed information.
For large-scale applications, where small performance improvements really count, you (or your system administrator) will probably use some dedicated tools to monitor your servers’ load and response time but I’m not really an expert on that.