Twice in the past week I've been bitten by the following scenario:
I go to the trouble of tailoring a widget and its content to deliver a particular type of information. The site's (tech-non-savvy) owner decides that they don't want to use this particular widget for now, so they (I'm sure the WP admins can see where this is going) drag it out of the active area and into the "Available Widgets" area, where it is deleted forever.
We WP veterans obviously know to drag that sort of widget to the "Inactive Widgets" window below so that it can easily be restored later, but rookies don't know that area exists, even if they had a reason to think that they should keep a widget around in the first place.
So my suggestion is to alleviate this problem, which could come in multiple forms:
1. Add an "are you sure" type of warning upon widget deletion that's armed by default (possibly to be turned off by admins in Settings).
2. Create a plugin that creates the above warning message.
3. Make sure that the text indicating the difference between the two widget storage areas is bold, clearly delineated.
My preference is for #1, and I'm surprised it doesn't exist already. Widgets are a heavily used, highly engineered feature of some WP sites, and the ease of accidentally destroying someone's work is just too high right now. Everything else in the WP environment is automatically backed up. If we can't have that, then we at least need to be warned before deleting potentially valuable content.