Making a double spend is not an really easy task. Have you tried doing one yet?

At some Point Nodes won't relay Transactions anymore, that they consider double spends (or do they already?). A protocol will be implemented to for miner to consider fees on transactions that where send with an unspent output that is itself unconfirmed. Adding ways for a business to make double spend attacks on them even harder.

IMO, accepting unconfirmed transactions is generally save enough for anything except really expensive stuff (like buying a house, car) and high volume transactions with repayment (like gambling).