An important KB article has been released today discussing a problem in WSS which can lead to database inconsistencies when using STSADM -o MergeContentDB.

It is highly recommended to backup as well the source and the destination databases before performing this operation to be able to rollback to a consistent state in case that a problem has occurred.

The KB article also describes a workaround to prevent the problem.

Read KB 969242 for more details.