What would be the point of not going online with CFW just to not get banned? That makes no sense. When you don't go online for fear of a ban, isn't that like banning yourself?
I say use CFW play online, have fun, don't cheat, don't act like an ass online, and don't be suspicious. Sony may have every right to ban you for using CFW but they arent going to check everyone only the ones who cheat, so just play cool.
And if you get banned, don't get all pissy about it.