Your best bet is to use Write Concerns - these allow you to tell MongoDB how important a piece of data is. The quickest Write Concern is also the least safe - the data is not flushed to disk until the next scheduled flush. The safest will confirm that the data has been written to disk on a number of machines before returning.
The write concern you are looking for is FSYNC_SAFE (at least that is what it is called from the point of view of the Java driver) or REPLICAS_SAFE which confirms that your data has been replicated.
Bear in mind that MongoDB does not have transactions in the traditional sense - your rollback will have to be rolled by hand as you can't tell the Mongo database to do this for you.
The other thing you need to do is either use the relatively new --journal
option (which uses a Write Ahead Log), or use replica sets to share your data across many machines in order to maximise data integrity in the event of a crash/power loss.
Sharding is not so much a protection against hardware failure as a method for sharing the load when dealing with particularly large datasets - sharding shouldn't be confused with replica sets which is a way of writing data to more than one disk on more than one machine.
Therefore, if your data is valuable enough, you should definitely be using replica sets, perhaps even siting slaves in other data centres/availability zones/racks/etc in order to provide the resilience you require.
There is/will be (can't remember offhand whether this has been implemented yet) a way to specify the priority of individual nodes in a replica set such that if the master goes down the new master that is elected is one in the same data centre if such a machine is available (ie to stop a slave on the other side of the country from becoming master unless it really is the only other option).