This is just one of many examples, I'm sure, but when you try to paint directly on a vector layer (i.e. fill layer or vector shape), you are presented with the following warning:

When you hit Cancel, you get another annoying warning:

Notice that there's no way to check a box that says "never show me this again" or anything like that.
May I propose the following?

I might add that each of the "green arrow" options are a single-click option, meaning once you click on them you don't have to hit an OK button or anything. You have to go out of your way to hit the "Always perform this action" checkbox, which you would only do if you really knew what you were doing.