If you don't want a bunt to break up a no hitter/perfect game, play your corners in, and get the guy out.
If you don't want the other team running up the score against you, pitch better, and get the other batters out.
If you don't want the other team stealing on you when it's a lopsided score, hold the runner on, and pay attention to him.
Unfortunately, due to the direction this thread has taken, I feel the need to qualify all of this with, 'in my opinion', even though that should go without saying. But hey, I'm sitting at my computer, under the age of 30, with my pink hat pulled tightly over my head, so what do I know...