As mentioned above, there is a huge difference in the quality of free embroidery designs. If find designs from well-known digitizers, you should be all right, but lots of free designs are practice by digitizers and some are not done well at all. Having said that, one site I know of that has a lot of free designs (she puts a free design on her website with every set that she designs) and are very high quality is
http://bfc-creations.com
I have bought a ton of her designs and stitched them out. They are fabulous.