I have been using the "dangerously dedicated" scheme since the late 1990s. As far as I have been able to tell, it is only dangerous if you are sharing the same disk with multiple operating systems. Since all my FreeBSD systems used dedicated hardware, I fail to see a problem.
The problem comes when the disk is shared by multiple operating system as the other operating systems assume the disk is completely unformulated (or corrupt) and (may) format or fix it as soon as you connect it (or on reboot) without a prompt to ask you if it is okay.
As to using something supported by other operating systems, as was noted above, GPT is the "new" standard and should probably be preferred. MBR is legacy and many of us dropped it a while back.
[edit] I probably should have answered your actual question...
For UFS, you have to create FreeBSD partitions within the slice. That is how UFS works. You could make it a single UFS partition, but you still have to do it.
For ZFS, you don't really create partitions, you would dedicate the entire slice to ZFS and then use the ZFS tools to manage the space as you wish. ZFS is more flexible. It is worth taking the time to read up and understand the ZFS section of the FreeBSD Handbook.