Being on 360, I tend to do a re-load if by chance I loose a NPC that is really needed. Generally though I take precautions.. cause I can't console command them back to life or add a mod to make them run.
So this is what I do:
The two Redguards get left at Whiteruns gate ( just exiting out of the conversation leaves them standing their and they will fight any dragon or vampire that happens to make it into town)
IF by chance I happen to Fast Travel ( which I do very very very rarely) it is never into a town, but to the stables or something close by.
When getting off a carriage ride, I stand their and wait for a minute to see if a Dragon plans to attack before walking into town.
My characters are generally inside by dusk and don't leave til after dawn. Again they will wait out at the stables or some other place rather than walking into town after dark. This is easy to RP anyway, most people do tend to sleep at night and when traveling in the woods, most people would make camp before dark.