I strongly urge Inno to incorporate a similar warning screen as used for buildings when anything is about to be deleted.
Please, god, no!!!!! Please do not add a confirmation box to delete roads. Oh, the mundanity!
It takes a while to get used to the 3D appearance, having to remember to click on the base of a building rather than the top of it (where something behind it may get deleted). It just takes a little careful consideration. Here are my helpful tips for not deleting by mistake:
~The building being considered for deletion highlights when you hold your mouse over it, so a split second to check that the right one is highlighted, or a little mouse wiggle on and off to confirm, will end that problem for you.
~Move a building you want to delete first, so that it isn't clumped up with a bunch of others that you can't see well.
~Zoom in. Making everything look larger gives you a broader area in which to click for deletion, and minimizes the chances you will be off by a pixel.