We all make this mistake eventually, often in far more spectacular fashion. My lessons learned are

1) Always have a USE statement (or equivalent);

2) Always start UPDATE or DELETE queries by writing them as SELECT;

3) Get in the habit of writing the WHERE clause first;

4) If your SQL authoring environment supports the dangerous and seductive feature where you can select some text in the window and then run only that selected text — beware! and

5) While developing a query to manipulate real data, consider topping the whole thing with BEGIN TRANSACTION (or equivalent), with both COMMIT and ROLLBACK at the end, both commented out (this is the one case where I use the run-selected-area feature: after evaluating results, select either the COMMIT or the ROLLBACK, and run-selected).

Not all of these apply to writing queries that will live in an application, and I don't do all these things all the time — but I try to take this stance when approaching writing meaningful SQL.