Actually, I have recently written exactly such a macro, inspired by a question about null-safe dereferences in Scala. By the way, this is very similar question to this one and contains a long discussion about what you can do to achieve this, including usage of Option, fancy ways of catching NPEs and such.
A few remarks about macro that I have written (source included below):
- It returns an 
Option, and it will be None when at some point there was a null dereference. 
- It translates every member access by dot into a null-guarded access using if-else that returns 
None when the prefix is null. 
- It got a little more complicated that I imagined it to be...
 
- There are some corner cases for which it will not work, the one I know about is when using 
getClass method - which is handled specially by the compiler in regards of its return type. 
- There is a potential inconsistency regarding implicit conversions. Imagine that you have an expression 
a.b and b is reached through an implicit conversion, so effectively, this expression is something like conv(a).b. Now, the question arises: Should we check if a is null or conv(a) is null or both? Currently, my macro checks only if a is null as it seemed a little more natural to me, but this may not be desired behaviour in some cases. Also, detection of an implicit conversion in my macro is a little hack, described in this question. 
The macro:
def withNullGuards[T](expr: T): Option[T] = macro withNullGuards_impl[T]
def withNullGuards_impl[T](c: Context)(expr: c.Expr[T]): c.Expr[Option[T]] = {
  import c.universe._
  def eqOp = newTermName("==").encodedName
  def nullTree = c.literalNull.tree
  def noneTree = reify(None).tree
  def someApplyTree = Select(reify(Some).tree, newTermName("apply"))
  def wrapInSome(tree: Tree) = Apply(someApplyTree, List(tree))
  def canBeNull(tree: Tree) = {
    val sym = tree.symbol
    val tpe = tree.tpe
    sym != null &&
      !sym.isModule && !sym.isModuleClass &&
      !sym.isPackage && !sym.isPackageClass &&
      !(tpe <:< typeOf[AnyVal])
  }
  def isInferredImplicitConversion(apply: Tree, fun: Tree, arg: Tree) =
    fun.symbol.isImplicit && (!apply.pos.isDefined || apply.pos == arg.pos)
  def nullGuarded(originalPrefix: Tree, prefixTree: Tree, whenNonNull: Tree => Tree): Tree =
    if (canBeNull(originalPrefix)) {
      val prefixVal = c.fresh()
      Block(
        ValDef(Modifiers(), prefixVal, TypeTree(null), prefixTree),
        If(
          Apply(Select(Ident(prefixVal), eqOp), List(nullTree)),
          noneTree,
          whenNonNull(Ident(prefixVal))
        )
      )
    } else whenNonNull(prefixTree)
  def addNullGuards(tree: Tree, whenNonNull: Tree => Tree): Tree = tree match {
    case Select(qualifier, name) =>
      addNullGuards(qualifier, guardedQualifier =>
        nullGuarded(qualifier, guardedQualifier, prefix => whenNonNull(Select(prefix, name))))
    case Apply(fun, List(arg)) if (isInferredImplicitConversion(tree, fun, arg)) =>
      addNullGuards(arg, guardedArg =>
        nullGuarded(arg, guardedArg, prefix => whenNonNull(Apply(fun, List(prefix)))))
    case Apply(Select(qualifier, name), args) =>
      addNullGuards(qualifier, guardedQualifier =>
        nullGuarded(qualifier, guardedQualifier, prefix => whenNonNull(Apply(Select(prefix, name), args))))
    case Apply(fun, args) =>
      addNullGuards(fun, guardedFun => whenNonNull(Apply(guardedFun, args)))
    case _ => whenNonNull(tree)
  }
  c.Expr[Option[T]](addNullGuards(expr.tree, tree => wrapInSome(tree)))
}
EDIT
Here's an additional piece of code that makes the syntax nicer:
def any2question_impl[T, R >: T](c: Context {type PrefixType = any2question[T]})(default: c.Expr[R]): c.Expr[R] = {
  import c.universe._
  val Apply(_, List(prefix)) = c.prefix.tree
  val nullGuardedPrefix = withNullGuards_impl(c)(c.Expr[T](prefix))
  reify {
    nullGuardedPrefix.splice.getOrElse(default.splice)
  }
}
implicit class any2question[T](any: T) {
  def ?[R >: T](default: R): R = macro any2question_impl[T, R]
}
Finally, you can have code like this:
val str1: String = "hovercraftfullofeels"
val result1 = str1.substring(3).toUpperCase ? "THERE WAS NULL"
println(result1) // prints "ERCRAFTFULLOFEELS"
val str2: String = null
val result2 = str2.substring(3).toUpperCase ? "THERE WAS NULL"
println(result2) // prints "THERE WAS NULL"