I am a great fan of "suicide code". Problem is that with growing complexity of a project (teams of ten developers, millions of lines, ...), and exposure to the Dumbest Imaginable User, the likeliness of totally exceptional exceptions is growing exponentially. It is thus understandable that the C/C++ fraction likes installing SEH by default. Still, I don't think it's a good strategy, since the root cause is that they lost control over a complex project, and therefore the handler may not really "handle" correctly the situation.
In my own tiny projects (RichMasm: 18k lines) I don't use SEH. But I do take care that no files are ever open for more than a second, and that backup text is being saved to disk if a) doc is dirty and b) the editor is idle for more than x seconds. With these precautions, suicide code is fine. No damage possible.