Raw bones are great for dogs! Chicken legs are OK occasionally if your dogs are on a raw diet, but I wouldn't give them if they aren't eating primarily raw. They are weight-bearing bones and so are more "solid" or "dense" than other bones, and they don't have the correct meat-to-bone ratio which can throw off the calcium/phosphorus ratio. Chicken wings are actually also considered weight-bearing bones, surprisingly, although they're not as dense as legs. Chicken backs and necks are the typical BARF mainstays (in the US, at least) because they have an almost ideal meat-to-bone ratio, they're softer bones, and they're inexpensive.
You do let them eat the whole thing. It is safe for them (as far as anything they eat is safe - there is a risk anytime anyone puts something in their mouth, but if we say that steak is safe for humans, raw bones are safe for dogs

) The first few times you might want to hold it for them, so that they learn to chew (most kibble-fed dogs don't chew their kibble - it's too small - they just swallow mouthfuls whole). After that, they crunch away!
Rawhide bones pose the same choking risk as anything. There have also been problems with some of them that contained (I think) formaldehyde. Also, I think rawhide can either swell in the stomach or lump together (not sure where I heard that, it's just in the back of my head....someone correct me if that's not right.)
Beef bones are typically harder, and are usually given as "recreational" bones - meaning there's not a lot of meat on them, but the dog does some really good chewing (great if you need them to be quiet for any length of time!). Chewing is great exercise for dogs - it works more than just their mouths! One thing about feeding raw is that you want to have the bones big enough so that they have to chew them - there have been a couple of cases of dogs choking on turkey necks that were cut into bite-sized pieces. The dogs tried to swallow them whole and they lodged in the throat :( A whole turkey neck wouldn't post that problem (well, maybe in a Dane or a Deerhound....) A couple of my guys swallow chicken wings whole, actually, but they have learned to crunch them in the right spots so that they slide right down the throat.
More than you probably wanted to know

but if you'd like to learn more, check out these sites:
http://www.njboxers.com Top 50 New BARFer FAQ's
http://www.barfers.com - also has a link to the BARF webring, which is great to surf and see how others are feeding
http://www.caberfeidh.com
http://www.drianbillinghurst.com
I also have book recommendations, but I'll save those unless you really want them!
Julie