This would only be offensive to really, really conservative or older people. As for usage, it's a way to start out a statement of frustration. Examples: "Oh, for God's sake, couldn't they think of a better place to put that!" "For God's sake, Tommy, who taught you to drive!" There are many versions, "for the love of God" is similar, but old-fashioned sounding. "For heaven's sake" and "for pity's sake" work as well. The version that is completely safe for all occasions is "For Pete's sake". I've been told that it's a reference to Saint Peter, but no one will be offended if you invoke him. Another safe one is "for goodness' sake".

It is something you might say in frustration more than anger. It is not offensive to most people. Robespierrette has it right.

Yes i would never use this ! it would be offensive to me and to alot of people, it is used in anger by people who dont know enough vocabulary to express themself effectively :) trap7zd is right, better to use- for goodness sake, express your anger, for example.. For goodness sake, is it that hard to lock the door. Hope this helps :)