I notice Wikipedia allows them in their URLs, is it legit or does anyone know where it will give me problems?
Yes. All of the sub-delims characters can be used as is in the path. Sub-delimiters include the asterisk (*) character:
sub-delims = "!" / "$" / "&" / "'" / "(" / ")"
/ "*" / "+" / "," / ";" / "="
There are several types of URIs, but in general, a path is defined as a set of segments separated by a slash:
path-absolute = "/" [ segment-nz *( "/" segment ) ]
The segments are composed of characters (segment-nz cannot be empty):
segment = *pchar
segment-nz = 1*pchar
And pchar includes sub-delims:
pchar = unreserved / pct-encoded / sub-delims / ":" / "@"
Reference: https://tools.ietf.org/html/rfc3986#appendix-A