A Reuters article links the recent UPS bomber plot to Al-Qaeda in The Arabian Peninsula, and the Christmas Bomber. Everything about Al-Qaeda in the Arabian Peninsula seems suspect, like their obviously phony magazine, Inspire, with headlines like "Make A Bomb In The Kitchen Of Your Mom." The Christmas Bomber was very dubious since witnesses claimed he was helped on the plane by a customs official. A spokesperson for the State Department also revealed that his visa was purposely NOT revoked after protests from a U.S. intelligence agency when the State Department attempted to revoke it before the bombing.
That doesn't mean that there isn't danger. It means who the danger is coming from, is an open question.