Think we've all done it & continue to do so. Recently I was shooting a wambat in shade, it briefly walked into the sun. I grabbed a couple of shots before it went back into the shade. I have some nice blown out shots. Grrr.
I've also managed to leave my only 2gb card in the reader and gone on a long shoot with a 1gb and a 500mb. Very annoying when u run out of space.
Moral of the story, the more spares you have the better. A second body, even if it's a cheap one allows more versatility.