Hi skeptical,
welcome to the PE Gym!
When I first learned about PE in 2009 I was way too skeptical too. I tried some jelqing and pulling, didn't see results for about 10 days and gave it up. But this year I just decided to give it a proper try, there's nothing to lose if you're a bit careful, and I'm glad I did it now, and I will not stop any time soon.
It seems that you are way overly skeptical. That's fine, there are a lot of people like you, but no one ever achieved anything through so much skepticism that it prevents them from viewing things in different angle. It's good to question things and not believe blindly - that just means that you possess some intelligence. There is no easy way to prove this stuff, you can go and read through many progress logs and success stories of guys achieving very nice and impressive results, not just in size, you can find some before/after photos, but you will always find something to question and will never be 100% convinced in this. Hell, you might not believe in it even if you try it for 3 month and gain 1/2", I know that I doubted my gains in the beginning.
There are so many people posting in forums for free, who are convinced that PE works. There are some medical studies, mostly for extenders, but also for manual exercising. This should make you question your skepticism at least a bit.
You are also afraid to injure you penis - that is very reasonable fear. But the penis is a lot tougher than you think, and the worst thing that you will experience (that is if you don't do something really stupid like hanging huge weights or clamping without being conditioned) is usually just a little decrease in your erection quality, which recovers with a few days rest. The key to make sure that you don't injure yourself is to start very light - a light beginner routine will tire your penis less than good 30+ min sex session. From there with baby steps you work up and monitor carefully the clues of your body - this way you will know when to back off long before an injury is possible.
Do your research, read, search for photos or whatever you want, you probably will not get a satisfying proof. But if you try to look at things a bit differently, see how many people are posting here and some have made quite significant gains, which just cannot be a measuring error (you have to be retarded to make a 1"+ error). Guys here are taking time to help other guys without knowing each other. You can't say that everyone here is either lying or doesn't know what he's doing and it's all measuring error or some kind of self convincing/placebo effect.
My point is - only you can make yourself believe in this and only you can prove it to yourself. If some day you eventually decide to do it, all the people here will help willingly, as they have helped many others.
[BTW sorry if something is not in place, I haven't read the whole thread, it's too late and I need to sleep]