Is it safe to use a DC power adapter that isn't UL Listed or CSA certified?

Safety approvals cost (a LOT of) money. You won't find anything from sites such as SparkFun displaying these logos. It's not because they're unsafe — it's because it's prohibitively expensive to get the testing done to prove they're safe.

If you are buying things from sites such as SparkFun, etc. it is also assumed that you are experienced enough to work safely. Personally, I have zero problem using unlisted equipment, but then again I am in the business of designing this kind of equipment and have a pretty good "feel" for circuit safety and design capabilities based on observing the parts and quality of manufacture. I've seen some pretty sketchy stuff in my time, but I haven't gotten the screaming heebie-jeebies from anything from sites like that.

That being said: Use it at your own risk. If something doesn't feel right to you, don't use it.

UL listed means that even if the device shorts, you will not get electrocuted when you touch it. Given that it's not expensive to get an UL certified DC adapter (less then $10), why take the chance?

The problem is with certification marks, like anything else - they can be faked. Go to globalsources.com, find a cheap manufacturer, they will most likely say "email us the artwork and we'll add it to the transformer!".

In defence of Sparkfun, I wouldn't think they would risk their reputation over such a thing. But it couldn't hurt to ask them about it.

Personally I spend a lot more and get the certified ones with the half-insulated pins as specified by the Australian standards (being in Australia). As after this experience, I don't like to take any chances.