First, on cameras like the Nikon D800, there are two memory card slots, in this case, an SD card and a CF card. When on a client shoot, I have each picture write to both cards so if one card gets lost, broken or corrupted, I still have a second memory card with all the pictures on. I've never needed to rely on the back up to date and hope I never will, but I like knowing it is there. Both cards can write the RAW file if required or you can write RAW (primary card) and JPEG (secondary).
Second, each picture I take, I take twice: the primary shot and the 'insurance' shot. Here subtle changes in the lighting conditions and the autofocus can mean that shots take seconds, or even fractions of a second apart can turn out different. Perhaps camera shake present on one photo is not present on the second.
The photo below, viewed at 100% in the compare view in the Lightroom Library screen shows a tack sharp photo in the first view but slightly out of focus on the second shot. And this was taken on a tripod just seconds apart! The issue here I think was that the shiny gold head of the cherub was confusing for the autofocus leading it to adjust focus between shots. On the small LCD screen on your camera, it is difficult to tell when the 100% view is just slightly out but if a picture is for a client or for sale, slightly out isn't good enough. The times I've been glad of the insurance shot are many, and I would always advise anyone to always take two shots.