The other day I did a global replace, intending it to be in a single file but mistakenly did it for all files. My mistake and I was able to "fix" it by reverting the files using Subversion but this could be "disastrous". I generally don't like "do you really want to" messages but for a global replace across all files this might be one place to have it. If the changes were "undoable" it would be one thing but they aren't (understandably).

While mentioning replace, it would also be very useful, if you have text selected when you go to the find or replace screen to have it default to the selection rather than global.