"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...