I know this won't completely stop people panicking, however I think it'll probably be better in the long run. Delicious will be a better site separate from Yahoo IMO.
If you’re still worried though and would like to back things up, I’d highly suggest checking out this post by kronos999. She has a nifty program that’ll help you back up not only your own delicious but other people’s too (or your network or your subscriptions, etc.).