Here is an example macro that stops you from accidentally quitting an application with Command-Q. The example macro is in the Mail macro group, so it is configured for Mail, but you can adjust the Macro Group to configure it for any application - the macro itself adjusts automatically to the current application.
Really Quit?.kmmacros (2.4 KB)
Another approach is this one:
(This is inspired by Karabiner, but I can’t use Karabiner, because it badly messes up my system.)
The problem with the Quit macro is that it doesn’t work with all applications (Word, Opera, GraphicConverter, …).
Delayed Quit.kmmacros (2.7 KB)
I have to add that currently I’m not using any of these ⌘Q tweeks, because they are all interfering with the KM Applicaton Switcher’s q, which is a very convenient thing.
