The "holes in brain" is a rumor. The scare-tactic people throw that one out there for every damned drug.
They're pretty likely to be carcinogenic - any of the ones with the napthyl moiety (with the possible exception of 081, which has an ether linkage on the napthyl - that often makes compounds with the napthyl moiety on them non-carcinogenic). The carcinogenicity would be via the same mechanism that napthalene is carcinogenic - the body doesn't know what to do with this big napthyl group, and resorts to oxidizing it to the carcinogenic epoxide. However, you can calculate out how much of the active component you're getting into your body (not that much) and how much napthalene that would be equivilent to (assuming it's equally carcinogenic as napthalene itself, which of course is not certain - it's unlikely to be worse, though), then compare that to the amount of carcinogenic material inhaled when you smoke burning plant material.
It's not worth worrying about the carcinogenicity if one is smoking in moderation.
Now, the people who smoke 50-100mg bowls of pure JWH-018 several times a day, they should be worrying about it (among the many other side-effects of such ridiculously heavy use).
One definite risk of the JWH's are that they are much less forgiving than cannabis is. Smoking too much pot is rarely a big deal, especially not for an experienced smoker. Smoking too much JWH is much more unpleasant. Some blends have "hotspots", and eyeballing doses of the pure chemicals is obviously imprecise.
The anxiety-filled cannabinoid overdose, while not physically dangerous, can lead to lasting anxiety when using any cannabinoid (check out the threads in cannabis discussion, there are a few people complaining that after a bad experience with a JWH-containing blend, they can no longer enjoy weed). Of course to be fair, there are also people who get bad anxiety on weed, and found that synthetics (at least some of them) do not cause anxiety. Certainly the anxiogenic effects of synthetics vary - JWH-018 is particularly bad.