Anyone who has not lost data through hardware error, software error or user error is either very young or very lucky. A sensible approach is to treat data as extremely fragile until there are at least two copies of it. I don't format the card until the data is copied to a hard drive and backed up.
Sorry to disagree with Rob, but I don't even want the option to delete-after-import so I can't accidentally turn it on. Rob's idea of a separate plug-in that you have to install is fine, and I might grudgingly accept a deeply-buried option, provided, when you import, there's a HUGE warning saying: "YOUR FILES WILL BE DELETED FROM THE CARD AFTER IMPORT". I think it's that dangerous.