If i want to use my memory at full speed (2133 MHz) so I set it as XMP profile to run it as 2133 MHz at all times, would that damage my rig by any chance?
if it does, i'll set it as 1866. Is there a big noticeable difference between the speed?
No it will not damage your PC at all. The difference between DDR3-1600 and DDR3-2133 is much smaller than the difference between DDR3-1333 and DDR3-1600, but there is a noticeable difference in some very particular uses.