@SailoryJerry - Congrats on the coming baby!
It's important to understand the difference between a screening test and a diagnostic test. The quad screen is a screening test; it is used to refer people for further testing.
Now, the further testing can be dangerous. Amnio and CVS (which is done earlier) do have a chance of causing miscarriage and CVS can also cause limb abnormalities. So before you decide whether to have the quad screen, ask yourself if you would pursue further testing. Maybe you and your wife are young and would have plenty of time to try again, but feel that you would have a lot of difficulty caring for a child with special needs. In that scenario, the quad screen makes sense because you would likely be willing to pursue the amnio.
On the other hand, if you had a lot of trouble conceiving and don't want to do anything to jeopardize the pregnancy, then you might as well skip the quad screen because you wouldn't have an amnio or CVS anyway. You could consider more informative non-invasive tests, like a level II ultrasound.