I can't tell you if you're allergic or not.. just that no one has died from one, and emps rarely sting.
I think they are cool.. I have mamma +3 babies that I'd be more than happy to keep.
I keep mine in the heated herp room. It's around 80 degrees for them.. you can't keep them in a cold temperature.
Hides.. you can use those half bark things. The babies just go under their water dish. My enclosures are nothing to look at I assure you. They're just the big round plastic deli tub thingies. A 10 gallon tank is fine really.
If you want to have a cool set up, get one of those black light fluorescent tubes. Scorps glow aquamarine under black lights.
They can't climb glass if that's what you mean.. they are terrestrial, not interested in climbing.