I would say it all depends on your situation...
That being said, I would usually recommend the director, myself, and production manager/producer/etc. (someone "higher up" and responsible for these decisions) have a meeting and discuss the matter. As others have said, usually flames are a "no" unless you go through the proper channels, such as meeting with a fire marshal and obtaining a permit. Usually then, once safety precautions have been discussed with the producers, etc., we were able to go ahead with the flame effects.
"No" usually isn't the answer, I would say. "Let's start a conversation" seems to be.