I'm worried about what happens if a command from the history is accidentally re-run -- whether by me or by someone else on the system. It happens. So, instead of doing "rm *" I'll usually do "cd .." and then "rm myfiles/*". And for things like "rm -rf mysql" if I'm re-initializing a database or something, I'll often do "mv mysql mysql.old" and then "rm -rf mysql.old". Repeating this command or running it on the wrong server would hopefully never break things.

These are the things that I worry about as a sysadmin. :-)
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