The risk of collisions is elevated slightly but still vanishingly small. Consider that:
Both Comb and NEWID/NEWSEQUENTIALID include a timestamp with precision down to a few ms†. Thus, unless you are generating a large number of IDs at the exact same moment time from all of these different sources, it is literally impossible for IDs to collide.
The part of the GUID that isn't based on the timestamp can be thought of as random; most GUID algorithms base these digits on a PRNG. Thus, the likelihood of a collision between these other 10 bytes or so is on the same order as if you used two separate random number generators and watched for collisions.
Think about this for a moment - PRNGs can and do repeat numbers, so the likelihood of a collision between two of them isn't significantly higher than a collision using just one of them, even if they use slightly different algorithms. It's sort of like playing the same lottery numbers every week vs. picking a random set every week - the odds of winning are exactly the same either way.
Now, keep in mind that when you use an algorithm like Guid.Comb, you only have 10 bits of uniqueifier, which equates to 1024 separate values. So if you're generating a huge number of GUIDs within the same few milliseconds, you will get collisions. But if you generate GUIDs at a fairly low frequency, it doesn't really matter how many different algorithms you use at the same time, the likelihood of a collision is still practically nonexistent.
The best way for you to be absolutely certain is to run a test; have all 2 or 3 (or however many you use) generating GUIDs, at the same time, at regular intervals, and write them out to a log file, and see if you get collisions (and if so, how many). That should give you a good idea of how safe this is in practice.
P.S. If you're using NHibernate's comb
answered 2010-06-14T15:00:06.787