When I go to the front page of Stack Overflow, I normally hold down ctrl and hit each of my tags so I can pull up a different browser tab for each tag that I have in my "Interesting tags" section. About every third time I go through this sequence, I accidentally hit the 'x' next to a tag and delete the tag. If I had an option to lock the tags (or a tag was somehow slightly more difficult to accidentally delete) I could avoid this annoyance.
The specific behavior that I use to open up the tags is to press the ctrl key and then hit each of my favorite'd tags. This causes firefox/chrome to open up each tag page in a new tab while not changing focus to the new tab. Similarly the shift key causes a link to open up in a new window.