First priority is saving all the bookmarks. Frank Gruber posted a list of backup options to cover the basics. At least I don't have to worry about losing the bookmarks entirely. The challenge here is to replace what Delicious does in my publishing workflow. Just saving links doesn't meet the requirement.
I don't have the answer for that, yet. So far, I'm collecting names of services that might work. Here's what I've seen mentioned:
I don't suppose anyone thought of offering Delicious Pro accounts. I do pay for some of the other services I'm using. Would revenue make a difference to Yahoo?
Update 12/17: Now Yahoo says they're selling Delicious, not shutting it down. That would be better.
Note to self: Figure out which other Yahoo properties I use. Migrate. Don't look back.