Most of us have a standard set of commands we place at the start of any script we write. Common ones are SET NOCOUNT ON and SET ANSI_NULLS ON. Of course, there are countless settings you could employ "just in case", but knowing your database's default setup can usually guide you.
I've just learned of another setting, though, that could be used to program defensively in certain environments:
SET ROWCOUNT 0
This statement resets the number of returned rows back to "all of them", and protects your script from being called from somewhere that had ROWCOUNT set to a value, say, 100 rows, but never got reset. This is overkill in most cases, but in other cases, remember that just because you're paranoid doesn't mean they're not out to get you.