Recall that $p$ is a safe prime and $q$ is a Sophie Germain prime when $p=2q+1$ and both $p$ and $q$ are prime. Safe and Sophie Germain primes are sometime useful in cryptography, e.g. in variations of RSA. Therefore the question of their distribution is on-topic. While from a math perspective we have few certainties (see that other answer), in cryptography, we can live with heuristic arguments and approximations, especially when backed by practicable experiments for numbers of cryptographic interest.
Without proof: given a large random integer $q$, the integer $2q+1$ is prime mostly independently of if $q$ is prime or not. And since $2q+1$ is odd, that $2q+1$ is prime with twice the probability of a random integer near $2q+1$.
By the prime number theorem, a random integer near $n$ has probability about $\frac 1{\ln n}$ to be prime (where $\ln$ is the natural logarithm function). It follows that the probability that a large random integer $q$ is prime and the corresponding integer $p=2q+1$ is prime is about $\frac 1{(\ln(2q+1))(\ln q)}$. Thus asymptotically, the probability that a random integer $q$ is a Sophie Germain prime is about
$$\frac 2{(\ln q)^2}$$
That's also about the probability that $q$ is a safe prime.
Note: I do not know if $\frac 2{(\ln p)((\ln p)-\ln 2)}$ and $\frac 2{(\ln q)((\ln q)+\ln 2)}$ are any better approximations of the density of safe and Sophie Germain primes. That's not much different for primes of cryptographic interest, and asymptotically the same.
It follows safe and Sophie Germain primes are rarer and thin out faster than primes do. For example, about one 1024-bit (309 decimal digits) integer out of 710 is prime, but only one in about 250,000 is a Sophie Germain prime. Whatever (not too small) size considered, the second of these numbers is about half the square of the first.
It remains reasonably easy to find safe and Sophie Germain primes of cryptographic interest (even when it's totally impractical to factor most integers that size) because
- When $q>3$, it must hold $q\bmod6=5$.
- We can use sieving techniques to further considerably reduce candidates.
- For $q$ that pass test 1, if $q$ and $p=2q+1$ both pass the strong pseudoprime test to base 2, then it's highly likely that $p$ and $q$ are matching safe and Sophie Germain primes (I know no counterexample). Since most candidates $q$ are screened by the first test made, it dominates the cost.