Rescuing characters can be dangerous because it's very de-glorifying to the rescued character. It even risks coming off as sexist if the rescued character is female and the rescuer male, since it's cliche to have female characters get captured and rescued while male characters do all the important stuff. But rescues don't have to be that way.
To preserve the rescued character's dignity, try having them play a part in their own rescue. For example: John infiltrates the badguy's fortress to save Sally, but as soon as he does, guards close in and surround them. It takes John and Sally's combined power to defeat the guards and escape. Or for extra competence, the guards have strong armor that John and Sally's attacks can't penetrate, and they're slated to lose - until Sally tricks them into standing next to the Proton Reactor. She shoots it and it blows up and kills the guards. Either way, you can have John rescue Sally without turning Sally into an under-glorified damsel in distress.