I agree with Clyde; good quality QR skewers will not work loose of they are fitted properly; wheel set snug and straight into drop-outs, QR nice and tight. When you tighten a QR it should leave a visible mark on your hand for a few seconds. Always fit so the outer end of the handle points towards the rear of the bike or, at the least, straight up.
There are stronger alternatives, however. A standard bolt-on axle is physically stronger and the QR20 and 20mm stuff is stronger again. All said and done though, standard QR is perfectly adequate enough for most riding so unless you plan to regularly huck your rig off of cliffs and such like, don't worry about it.
Peace,
Steve.