In a nutshell, with Baby-led weaning, you offer the baby real food (not pureed) and allow him to feed himself spoon-less (while resisting the urge to interfere). While most babies won't choke, this approach (as I gather) is not for the faint of heart, for your baby most likely initially will gag a lot and try to work pieces out of his mouth on his own. I don't know about you, but my first instinct would be to reach down the baby's throat/mouth and grab the chunk out. With that said, I am starting this method tomorrow with my 5 month old daughter. I really, really like it.
This self-feeding approach lets the baby explore and experience different textures (which they don't usually experience with purees), shapes, colors, smells and tastes independently and at his own pace. [The babydecides when and how much.] It naturally helps the baby build confidence and skill (hand-eye coordination and chewing) while breeding non-picky eaters (and avoiding dreaded food battles, which we sometimes have with my son).
Sounds good, but what about choking hazards?