Although I suggested this in chat, I was being a little facetious. I think that this comes under the same rules as "best practices" and similar "meta" tags. If there is a situation where one thinks, "Yes, that is technically possible, but your life is going to be much easier if you don't do that.", then I think that an "answer" explaining why the whatever-it-is shouldn't be done would be much better. The questioner may not have known that there was a better way and just putting dont-do-this on it would be a bit rude. Better to say, "If you're trying to achieve X then a better way would be Y because Z.". That also means that you don't look an idiot when they reply, "Actually, I know all about Y and Z, but I want to do X because of W." (where W is actually some bizarre but perfectly valid reason for doing X).
I'm against such a tag.
It's not a meaningful category.
It doesn't build a relationship between subjects besides telling there's something wrong
I doubt anybody would use this for filtering or look-up.
Who should be interessted in following the tag, who would use the tag to find questions he could answer?
Answers are more about doing sth. than questions, it's more likely that an answer might deserve such a sign.
If somebody posts a question or an answer and thinks it deserves such a sign, he could choose a symbol for that, usable both in questions and answers. Other people could suggest such a sign by writing a comment.
An example, found on wikimedia.org:
I would definitely be ready to apply it to some of my own questions. Although I can understand that tagging someone else's question like that would not be welcome.
diy.stackexchange has a [dangerous] tag, useful for things like: electrical work on live wiring, DIY asbestos removal, use of non-rated connectors with gas appliances, operation of chainsaws while naked, etc.