Well, I suggest someone should start a poll about this issue. Then we can go with what the community decides...
or just add an option somewhere.
That is an even better idea.
No I don't think so. It's better to find a better default (decided by the community as Yiannis said) rather than start cluttering with options.
I vote for a wxBeep (sound) when the user tries to write,
maybe even a MessageBox "This file is read only.",
and a "Read only" in the status bar in
red/
brown colour.