There was at least one scene in Season 4, I can't remember which episode, when they show Riley getting a condom from the drawer beside his bed, and I think that Anya mentioned something about them once. All of the rest of the times, I think that it was just accepted that safe sex was being practiced.
The only exception that I could think of would be the antics between Buffy and temporarily human Angel in "I Will Remember You," since I can't imagine Angel either having a supply of condoms on hand or heading out to the corner drug store before things went that far. Given the events of that episode, things could have gotten REALLY interesting if Buffy had returned to Sunnydale, pregnant, with no memory of how or when it happened.