Cool. How do you get to that state (of having lots of buffers open) without accidentally closing Vim? My Vim sessions don't last long because I always :q with a single window and its gone.
I use :Ack pretty aggressively, so it is quite rare that I don't have a little search window open. If I close my last buffer, then the quickfix window takes up the whole screen and I quickly use :FuzzyFinderTextMate to open the next file.
So the only time I accidentally :q the last buffer is when I close all files, override my search results, don't run a new search, then close the only file. Needless to say, that is pretty rare.