CO2 and Halon both displace oxygen, so in that aspect, they are dangerous. I had a 17 pound halon 1211 bottle fall out of a mounting bracket on a hovercraft one night off the coast of Africa....it is almost scary how fast it will displace oxygen. I couldn't breath by the time I got to the door, which only took me a couple of seconds once we realized what it was that fell and was leaking.....
Halon has the added danger of it reacting with oxygen and heat, turning into a toxic gas at about 900* (it has been a few years....but I believe it is 900....maybe it is lower....). This can be a problem in enclosed spaces if you are in there with a fire, or go in after a fire that has been extinguished with halon....this probably not much of a concern in vehicles....just a bit of info left floating around my brain after the fairly extensive shipboard fire fighting training.
Halon is also getting harder and harder to get, making it more expensive. It is no longer being produced, due to enviromental concerns (not sure if it is a concern with the manufacturing process, or something happening when it is released into the atmosphere). All the halon on the market is stuff that has been stockpiled, and recovered from existing containers. Once the supply has been consumed, there will be no more. Of course, that bit of info is a couple years old. If that has changed, someone please let speak up.
Most of the dry chemical extinguishers are not corrosive (the old PKP was VERY corrosive), and the mess can be washed off at the local car wash (I don't know how legal that is though).
Personally, I carry dry chem in both my truck and jeep. Why? Because they are cheap, and they work. I would prefer CO2 or Halon, but not for the cost.