We've also flown Delta during their bankruptcy. If you are really worried, get paper tickets, not e-tickets. They are easier to take to another airline and beg for a credit than an E-ticket, because if Delta goes down, it's not like the computers will be running. But, another airline will only have pity on you if you are already on your trip, and maybe not even then.
I personally wouldn't pay extra to get a paper ticket, but I did get it done once when we laid out really big bucks for a tropical vacation. The ticket agent didn't charge me anything, though they can.
Also, I believe if you charge your ticket, and the airline goes bankrupt within 60 days, you can file a claim with your credit card company. Basically, it falls under their warranty program.
Now, having said all this, I have flown Delta lots of times with them in bankruptcy, and didn't do any of that.