"A supernova would have to be within 40 Ly to be serious cause for concern. http://en.wikipedia.org/wiki/Near-Earth_supernova . At 26 Ly it's estimated that half of our ozone layer would be destroyed. Closer than that, and inverse squares is a real bummer."
Ah, but a singularity *or* neutron star with its pole pointed at us could still give severe star burn to everyone on the planet. GRB's suck for around 600 ly or so.
Hmmm, which do you think we'll get to see first? Sag A* "eating" or Betelgeuse popping its cork?