I personally left the shelves in but took the divider out. I feel they have more room to jump around and aren't so confined with just one little hole to go through in the middle.
With the shelves in, there is no way they can fall straight from the top to the bottom of the cage, so it's a safe alternative for me. The shelves also provide the "floor" space for food dishes or hidey houses that the divider gives those who leave it in. Some people stretch a bridge or hammock across the cage if they take the divider out to prevent falls.
Honestly though, I know it's about safety, but I've watched my chins go crazy in their cage and I don't see a huge risk of getting injured with OR without something across the middle. They are very nimble, know their cage very well, and generally correct themselves if they know they jumped funny. I think they could get hurt worse by falling onto a wooden bridge or shelf across the middle than falling from the top to a fleece-cushioned bottom. But that's just my 2 cents. I'm sure someone has a horror story about it, but it seems like such a minute possibility to me.