I would rank from most dangerous to least dangerous in terms of OD potential
1. IV
2. Insufflation
3. Rectal
4. Eating
5. Smoking
I rank smoking as last because you can dose very small quantities over an extended period of time, and gradually increase your dose to where you want to be. Essentially, if one feels like playing it safe, smoking opiates allows one to do this without re-dosing being as negligible (due to lack of instant feedback) when using the other ROAs. That being said one could certainly OD smoking opiates, and you can get very high with a nice rush if you know what your doing.
I'm not surprised that with IV use (according to tripman and other reports I have read) that one can do a shot, get it in, and then OD and wake up later and have no recollection of being high. I don't know however if this is the case with other ROA. I would be sort of surprised if when eating opiates on the path to OD if you literally felt no effects, but I have never ODed (any ROA) and neither has anyone I know personally.