They've said that Shepard dying is definitely not doing to be a surprise to the player. In other words your mission will start going to shit a while before Shepard meets his fate so its not gonna be some cheap whoops your walked through the wrong door now your dead, gg thing.
They have also hinted at Shepard having a greater chance of surviving if you take the time to prepare before the final mission. IE, recruit everyone you can, gain the loyalty of your team members and to an extent even completeting the side quests/uncharted worlds.
Edit: Oh and I really doubt the decisions that can lead to Shepard dying are going to be tiny little things. You can count on them being game changing decisions. So people really shouldn't fear EVERY little thing =p