No, not a diode from Vout to Vin. ICSP wouldn't work this way as all the current VDD pin of a programmer supplies would go to ground through this diode. I was talking about a protecting diode in series with Vout.
But ok, so you're saying it is safe to have +5V on Vout while Vin has no voltage applied? I know that output should never have a higher potential than input, but if input is left unconnected, it is safe to apply 5V to output, right? As I understand now, damage would only be done if for some reason input of the regulator is shorted to ground and then 5V is supplied to Vout during ICSP.