Very dangerous. Those depressed well cars (the ones that carry double-stack containers) look inviting, but they have no floor, just a couple of steel crossbeams.

Someone I met who had hopped freights said the most important thing to have is a big knife, to stab into the wood floor of the boxcar or flatcar and hold onto so you don't get thrown off the train.
He said one time he was jumping off a freight in Utah and his belt got caught on something and he had to use the knife to cut his belt, or he wouldv'e got dragged to death. Interestingly, he said he was working for Conoco on oil wells , and he travelled the southwest by hoping freights.