When a character starts talking about getting married when he gets home, making plans for his retirement or makes rash statements like "This is my last adventure!" then they are pretty much guaranteed to be dead within a few scenes.

To clarify this a little more, merely ignoring someone's good advice and then getting killed won't qualify.
We require the character to really be pushing their luck, either within the context of the plot, or (more usually) in terms of cinematic cliche!