The App Store is where you send your not-so-sophisticated computer relative to. In theory, applications there, are less likely to hose your operating system.
In practice - lots of stuff that you have to get off of the App Store such as LittleSnitch, Arq, SuperDuper, QuickSilver, Carbon Copy Cloner - basically, anything that needs to plumb into the internals of the OS, or break outside the sandbox, will have to be purchased from a third party - and run the (greater) risk, of course, of doing damage to your OS.
In practice - lots of stuff that you have to get off of the App Store such as LittleSnitch, Arq, SuperDuper, QuickSilver, Carbon Copy Cloner - basically, anything that needs to plumb into the internals of the OS, or break outside the sandbox, will have to be purchased from a third party - and run the (greater) risk, of course, of doing damage to your OS.