First of all, you can only get your Wii bricked if you have a modchip.
Bricked means that after your Wii is 'bricked', it can be used for one thing, as a brick.
There is also semi-bricked. It means that some features don't work well anymore. With the Wii, if someone says his Wii is semi-bricked it most often means that he can't get into the Wii Settings menu any more.
You can very easily avoid getting your Wii Bricked.
It sometimes happens (like with Super Paper Mario) that the game asks you to update. BE VERY CAREFUL ABOUT THIS!
First: go to your Wii settings -> third tab -> and do the software update. After you have done this, then go play that out of region game which asks you to update.
You can now safely do this update from the game because it actually wont update as you have already the latest update on your system.
So what does happen when I do that update?
What actually happens is this: You put in a NTSC disc in your PAL Wii. Normally you wouldn't be able to play that NTSC disc at all, but because your Wii is mod, you can.
Some games require a firmware update (like Super Paper Mario). The game has that particular update you need on the disc for those people who haven't got their Wii connected to the internet. A great thing of course when you play a NTSC game on a NTSC Wii. But if you do the NTSC firmware update on a PAL Wii, you brick your Wii. A NTSC firmware update is different from a PAL firmware update. So if you put NTSC firmware code on a PAL Wii, your Wii won't work anymore. So again: Be very careful when a game asks you to update.
To avoid all this: Just get the latest update through Wii WiFi connection from the internet before updating any game which asks you to update. The current latest update is 2.2E (you can see this at the upper right in the Wii Settings menu).
(if this post has helped you, please click the green mushroom under my name, thx).