I treasure my original 3 for no real sane reason, but if a mission is likely to be dangerous, I test with a probe first, and then I always try to build abort functionality into my rockets incase of launch failures. If a mission is too dangerous, but I need a Kerbal there anyway, I send red shirts (well... "grey suits" I guess) In 0.25 I did lose Jeb once, and I restarted quite a long way in, because I just couldn't handle Jeb not being there... So far so good in 0.90.0