Sage, I think you bring up some very good points. I know before I started having sex me, myself, and I had a long chat about what would happen were I to get pregnant--and though the situation changes slightly with every partner a woman must realize that pregnancy and STDs are the consequences of sex--REGARDLESS if it is protected or not. We also had a long discussion about STDs before I engaged in intercourse.
Thus, unless with a trusted partner, a woman should ALWAYS use at LEAST two methods--preferably a barrier method and a hormonal method (though an IUD can be used in place of a hormonal method). Pulling out is not a method. The rhythm method is also questionable at best. Both put you at risk for pregnancy and STDs.
If you're freaking out about the possibility of being pregnant, you either need to SERIOUSLY reevaluate your birth control plans or your sexual situation. Sexual maturity is reflected in the ability to utilise birth control to its full effectiveness. However, accidents do happen and one must always be prepared to face the consequences--whatever they may be.
I have to say there are a LOT of reasons why a period can be late--1) it was irregular to begin with, 2) stress, 3) weight change, 4) change in activity level, 5) change in hormonal birth control, etc. Stress is a major factor in a woman's cycle; your cycle will reflect any stress in your life--which is why I heartily recommend getting a pregnancy test. Knowing you're NOT pregnant is a huge stress reliever and will frequently bring on your period.
That reason alone is not worth freaking out over...otherwise I would've lost my mind by now. But the fact is you need to be absolutely prepared for the consequences--otherwise you're not ready for sex.