With luck your DZ learned a lesson from losing a plane. For example, many years ago my DZ lost an airplane when the pilot ran out of gas and landed it short of the runway. The resulting low speed flip over damaged the airframe beyond economical repair. That pilot was promptly fired. Our DZO is now more careful about who he hires to fly his airplanes, but I still glance at fuel gauges before takeoff.
Just remember that our freindly FAA mandates that the guages only are accurate at empty... in theory they can show dead on full up until it reached zero and it is still considered airworthy... You'll notice that most pilots dont even use the guages... we base our flights on time and fuel consumption.
If I haven't seen the plane get fueled in the last few jumps, I'll actually ask the pilot if we're gassed up. Because I ask nonchalantly, I get a smartass answer about skydivers and flatulence, but I figure if we're about to run out it would make the pilot think about it.
Does that mean that you have another DZ close enough to you that it wouldn't be much of a hassle to move there? If not, and you really want to skydive, then you just have to weigh the odds and make your own decision. Unlike one of the other posters, I don't think I have ever been to a DZ that DID NOT lose at least one plane to some sort of accident or incident. Shit happens.