Here are several equally safe ways of combining the mining efforts:
In all cases, set up one or more private key-public key-account address combination on a safe, air-gapped machine (with proper precautions to prevent air-gap-bridging by malicious entities). This is the key to security in any case. Record the account address(es).
Now, you can set up an Ethereum node instance on each machine and have them mine to an address you generated. This will minimize latency, assuming the nodes are fast enough to handle Ethereum transactions efficiently, especially for a geographically distributed network of machines.
Alternately, if you have all the machines in the same location, you may prefer to set up your own pool. In this situation, you can concentrate some resources on the quality of the node (e.g., high performance disks, large amounts of RAM, fast CPU) to minimize processing latency and decrease your chances of getting an uncle. You can also set up redundancy/failover for your network and the node; this allows you to upgrade your Ethereum clients without any downtime whenever there's a fork or software update.
Alternately, if this is too much for you, you can select an existing pool. The latency between you and the pool has negligible effect on your efficiency. The inefficiencies come from other places. The first is pool fees. Then there's the fact that several pools don't pay for uncle blocks or transaction fees collected. Then you hope the operator isn't skimming off the top and that the node is maintained properly (mining on the right chain, not experiencing downtime, and properly secured).
Whether you mine to the same address on each node or not is your decision. This should have no effect on your safety.
Best Answer
Ethereum uses a proof of work algorithm called Ethash which like Bitcoin's proof of work uses a difficulty number to adjust how hard it is to find a block.
In pooled mining, members send a valid proof of work to the pool of the same type, but of lesser difficulty, so that it requires less time on average to generate.
When the pool get's a proof from a member with sufficient difficulty, they can submit it to the network as a valid block. When they get a proof of lower difficulty, they have proof of the member's hash rate and can validate that they are working on the same block as everyone else.
There where discussions of how to prevent this when Ethash was designed, but none where found and it was decided to go ahead anyway, under the assumption that most miners would prefer solo mining given the faster block time.