Quoted By:
Considering that you can pet/touch pretty much any of the Eeveelutions in the games that have such a feature while being unable to do that with obviously dangerous ones like Muk or Slugma, and the anime showing both humans and other Pokemon having no problems touching ones like Jolteon, Flareon, or Glaceon I think it's pretty safe to assume that they don't actively radiate heat/cold/electricity/whatever nonstop.