For us it's not about physical risk - DD can climb on her pay equipment and jump around all she likes outside. It's about respecting or furniture and our stuff. I don't want her jumping on other people's furniture and putting dirty shoes up there, so we don't stand on chairs or climb on couches because it will make them dirty.

She's pretty good about the rules, we tell her she can sit on the chair or stand on the floor. She has a choice, and if she continually chooses to stand on the chair then it goes away. That usually only happens when she's in a bit of a mood and she does get upset, but once she calms down we explain why the chair was taken away and she's good about only sitting on it when it comes back out.