What about having a simple context-click option to lock selected guides, which would exempt them from 'Delete Guides'?
This would be especially handy for primary grids and levels, which I would then put on their own layers.
Until now I have been laying down guides, then drawing lines for the grid and assigning them to a grid layer. (as Dave R suggests). But it is an extra step and I prefer using guides to lines when I can.
A 'Lock Guide' option would be an intuitive solution and wouldn't add complication to the UI, just more flexibility and utility.