I particularly like the Iconaholic Loud icon. It's saved my bacon a couple of times, because it calls my attention to macros running longer than they should.
I have a global kill-all-macros hotkey, so I was able to quickly end a shell-script gone wrong – and that saved me from wiping out my entire user-folder some years ago.
I was editing a shell script I'd picked up off the web in a test macro and accidentally activated it before I'd fixed the dangerous parts.
Fortunately I reacted quickly and only lost part of my ~/Downloads folder.
Since then I've changed how I handle such scripts, so that kind of accident is unlikely to happen again.