Most situations native to OS X accept both Escape and Cmd-. to abort, e.g. file dialogs, Safari loading, dragging elements around, etc.
Notably absent from that list is, of course, leaving full screen mode.
So you could just learn to press Cmd-. instead of Escape to avoid this situation altogether. Or you can teach your computer to do it for you: An at least somewhat sane solution is to use e.g. Butler's Keystrokes item to map Escape to Cmd-.:
- Open Butler's configuration page
- Select any container, e.g. Hidden, click + » Smart Item » Keystrokes
- On the Keys tab, press
Cmd-. to use this as the resulting keystroke when activating this item
- On the Triggers tab, select the Hot Key input field and press
Escape. Ignore the warning that basically states you're insane.
- Remember to add e.g. Terminal to the exceptions list — it totally ignores
Escape for leaving full screen, but pressing Ctrl-. translates to Ctrl-C!
In some situations, things will misbehave. Remapping the key to what's usually an equivalent keyboard shortcut is a sledgehammer solution. Quick Look, for example, doesn't handle Cmd-. (and therefore the remapped Escape for closing file previews); renaming files in Finder cannot be aborted anymore using Escape, nor selections e.g. in Finder be cleared.
In limited testing, I found no situation where pressing Cmd-. actually leads to undesirable actions being performed, but be aware that these probably also exist.