In addition to The Sandman's suggestion, I would really love it if a warning came up for people who forgot to tick the "Remember Me" checkbox at login. I can't count the number of times I've composed a message only to try and post it, but couldn't because my session had expired, and thus my post was lost when I clicked the back button on my browser.
Definitely. How about a design warning like a strong red border appears around the textbox if it's Preview only - with strong red warning text top and bottom "PREVIEW ONLY DON'T FORGET TO SAVE!"
Plus a warning dialogue when navigating away.