MalwareBytesAntiMalware (commonly abbreviated to MBAM) is indeed safe, and very good.
You are quite wise to attempt to avoid rogue products, I can assure you that this one isn't rogue, and is used and recommended by many members of security forums.
SiteAdvisor can be a bit of a blunt tool, but it can give you an idea, I guess.
Always download programs from the vendors site, is a good idea. If the vendor, as part of the "support" area includes a forum (as Avast does, for example) and if that forum is active and appears helpful, that can be an indication that the program is trustworthy.
(Not always, though, I have seen the odd program I'd classify as rogue with its own forum. A closer look at the forum showed that most of the post were more like testimonials, and although there were supposed to be many users, all the posts were by three or four.http://www.malwarebytes.org/mbam.php
is the correct download url for MBAM.
The yellow rating indicated doesn't make sense to me, unless some users flagged it because their AV's had flagged the setup file as a FP.