I have a couple of SQL habits along these lines that I haven't seen others do.
If I'm typing an ad-hoc DELETE or UPDATE statement, I'll slap the WHERE keyword on the end of the main command line. For example:
UPDATE items
SET
active = 0,
deleted_at = now() WHERE
category = 'Foo'
DELETE FROM items WHERE
category = 'Foo' AND
customer = 123
Yeah, it looks ugly, and I wouldn't use that formatting for "real code," with tests and whatnot. But for messing around in the query editor, I just find that I'm much more likely to accidentally leave off whole lines. I never accidentally select parts of lines. More generally, the idea is to make your partial query invalid syntax, if you leave off the last line.
I also tend to wrap destructive DML in comment blocks. So in my query editor, I'd actually have:
/*
DELETE FROM items WHERE
category = 'Foo'
*/
The idea here is just that I want to be required to select this text and run it. If I have some other queries in the window and somehow accidentally run all statements in the window (didn't select something I meant to or maybe a query is hiding beneath the scroll line), I don't want destructive queries to run.
EDIT: I've actually never made a catastrophic mistake of this nature, but there have been some very close calls. And I've seen it happen several times, from excellent programmers who just made a mistake.