I hate confirmation dialogues
"Are you sure you want to...." is the most annoying thing to see.
You don't think, you just click it.
And then think "Oh sh!t bother I didn't mean to do that" because it's the hundredth you've seen today and you've stopped thinking
As Antoine Valot points they don't have them when you want to fire a nuclear missile... and gives a great alternative solution to the problem...
Hope it catches on...