Until this year, I've always just blown it off with a "Of course I'll be careful" type reply, on my way out the door. But with the wife pregnant and more financial responsibility this year, it was hard to explain all the insurance I wanted to take out. Anyway, I'm really honest about it. I've started to sit down and explain the routes to my wife, go over my itenerary (sp?) with her, and explain the objective dangers.
Of course I don't get into too much detail, and play it down some, but she handles it all pretty well. She also has done some climbing and has got a pretty good idea of what goes on out there.