A "You sure you want to do this?" confirmation when you attempt to run a query that contains a destructive update (delete/update) without a where clause. With the hoards of database tables being accidentally wiped in the world, why hasn't this been done yet? This feature would sure remove a lot of fear of pressing F5.
Those who are not afraid running a delete query query on a production database clearly haven't lived long enough yet. On a similar note, those who trust their code still need to experience taking down a couple of servers with it.