I've nicked myself more times than I care to admit. (I consider it "first aid field training" -- the essence of which is, don't faint at the sight of your own blood. :-)

Because I'm usually working with food, I find that most of my nicks come from the point at the end of a blade. So, unless it's a collector's item, the first thing I do is take that point off at a 45 degree angle. You still have a sharp point, but it points downward, sheepsfoot style. More practical in my opinion, and I find I don't reach for soap/bandaids nearly as much.