[shabble]

System Preferences -> Keyboard -> Keyboard Shortcuts -> App Shortcuts -> + -> select app, menu entry is usually "Quit <appname>", and set it to cmd-ctrl-q, or something similar.

(There's probably a more generic way by editing your ~/Library/KeyBindings/DefaultKeyBinding.dict, but I'm not sure what the appropriate selector would be)

Of course, these just change the binding, the 'hold to confirm' is quite a nice UI feature.

Edit: The reference I was remembering is http://www.hoboes.com/Mimsy/hacks/disabling-quit-rewriting/ and appears to still work in Lion. Still on a per-app basis though.

[cpeterso]

Since "Quit <appname>" is different for every application, my workaround is to rebind "Hide Others" (or "Show All") for all applications to CMD+Q. Every application has a "Hide Others" (or "Show All") and these menu items are pretty harmless.

[sjs]

I balked at it too, but then I really thought about it and I only care about this in a handful of apps so I just set each shortcut separately. I think I did iTerm2, Chrome, TextMate, and a few others.

It's interesting (for me) that others are doing this too though. I didn't do it because I lost something accidentally - really which apps don't ask you to save important things? - but because I wanted to embrace Lion's hidden Dock lights, which I enabled. If it shouldn't matter if an app is running or not then I shouldn't have to quit so I'm trying to break the habit.