"And the princes, governors, and captains, and the king's counsellors, being gathered together, saw these men, upon whose bodies the fire had no power, nor was an hair of their head singed, neither were their coats changed, nor the smell of fire had passed on them."
God is very thorough. :) Shadrach and the others were protected not only from dying in the flames, but from even the scent of fire on their clothes and in their hair. there was no evidence that they had even passed through the furnace. I think that the Lord does the same for us very often. We go through trials that stretch the limits of who we are, and then come back in time for lunch. :) I'm sure that the experience changed them, but God made sure that they suffered absolutely no harm. I think that there are times when we need the smoke in our hair... to remind us that we don't want to jump back into the flames. Some of us are that crazy. :) But God has the power to protect us from anything. These men did what God told them even when the consequence was the fire, and God protected them... and he will protect us just as thoroughly as we do the same.