Yes, chloroform and hexane are somewhat unpleasant, chloroform can sometimes have a tendency to form phosgene (carbonyl chloride) which is really nasty, and I don't think there is much of a problem with hexane per se, but n-hexane may well be present as an impurity and it's unusually neurotoxic for a hydrocarbon.
The difference between acetone and EtOH extraction is that acetone dissolves fats and some other things (terpenes I think) better than EtOH, I use acetone quite a lot in the extraction of salvinorin A from the salvia divinorum plant
If you are going to use chloroform, it's a good solvent, you can make it by the action of a concentrated hypochlorite on acetone and then distillation
but take care to add a very little aquous ethanol to retard phosgene formation and keep it out of the light during storage.
Hope this helps.