I race and train on a set of EDGE/ENVE 1.45 tubular rims laced to Chris King R45 hubs with Sapim CX-Ray spokes. I run Veloflex Criterium (gum-walled sister of their Carbon), and my brake setup is DA7800 with Koolstop Dura 2 pads. Dry braking is excellent for my 135 lbs.
Overall, I'm very satisfied with this setup for all-purpose dry weather use. I carry Vittoria Pitstop and a cell phone as puncture insurance.
Training is fine for carbon rims unless you simply don't pay attention. Sure, hitting a curb, a storm drain, or a serious pot hole will break something, but you have more time to focus on these details when you are training, and you can make a point of riding roads you know well. And I don't see too many bunch sprint pile-ups when I'm training.
That said, things "happen," when you are putting in thousands of training miles per year. The sheer volume of training vs. race miles is where the danger of failure really emerges. You could hit a camo'd rock, a low-vis sinkhole in pavement, swerve to avoid a car, etc. Know your wheel/rim manufacturer's replacement policy, and budget for a new rim if your marque of choice doesn't have a pre-paid replacement insurance policy like Mavic, Reynolds, or Carbonsports. I know EDGE offers a half-price purchase for crash replacement, and I think many others like Zipp offer the same.
When you are racing, you are at your limit, worrying about idiots holding their line, planning your moves, and often doing so on courses and roads that you don't regularly ride. If carbon is appropriate for this, it's fine for a judicious rider's training program.
If you know and accept that replacement will cost more than alloy *if* necessary, then I say pull the trigger. Deep, light, (hopefully) tubular training wheels are a joy to use, especially since most of your miles will be training miles.