AnotherUnixGeek: From yet another one in the world of such geekdom (Solaris, FreeBSD and Linux), even my choice of an operating system is a lesson in personal responsibility. The lack of "Are you sure?" prompting for actions at the command line is part of the appeal of working with complete freedom and all that implies.
rm *
It really does what I tell it to do without the need for an intrusive nanny cautioning me. Yes, I've had my share of "Oops" moments but I have learned from them...err, most of the time. :-)
rm -r
during my first internship, shortly followed by the wonders of tar -xvf
as I worked desperately to restore the lost directories from backup before my manager got back from lunch =).