Guys guys guys, don't freak out. I understand you're afraid and cautious, but I've played Smash 4 online for weeks without any kind of problems at all. Just be really careful what you do with the data, and when you turn the game off. For instance I don't recommend shutting it off in the middle of a loading screen or something.
Even if the issue does happen to you, I'm sure Nintendo will find a way to fix it.