I think most people grow alfalfa sprouts until they have the two little green leaves on top. This is how long I grow them and how you find them in stores. I have never heard of people eating them when they were still growing, I don’t think it would be dangerous maybe just a little crucnhy or weird. Just try them as they grow! Take a few and try them at each stage and she how you like them best! Sprouts will go bad pretty quickly, once they are fully grown you can put them in the fridge, just make sure they are dry. You will know when they start to go bad they get all limp and mushy.
Kidney beans (and other large beans) should NOT be sprouted because the raw beans and their sprouts are toxic. You can sprout adzuki and mung beans though. Maybe go look around http://www.sproutpeople.com they have lots of great info on how and what to sprout.