I like that Markdown and its kin have been adopted by more than just the geek community. The simple inline directives do not take away the focus of writing the text and the formatting available covers most of needs. However, the trend to provide an immediate, fully formatted view of the text is misguided. These "previews" take away from the goal of maintaining focus on the text and not it's presentation.
However, I too like the comfort of a correctness that comes with seeing a full formatted document and especially so with regards to sections and lists. What Markdown editors need is not preview but a kind of WYSIWYG presentation that keeps the primacy on the text and secondarily on the structure of the text. A means of doing this is to present the inline directives with formatting and the directives too. Thus, when I type *emphasize me* it is shown in the editor as *emphasize me*. If I use a heading directive
A short work ============it presented for editing as
I did once see this kind of editor in a Java wiki application, but I have long since lost my reference too it. Perhaps it will resurface again as the Markdown tools authors rediscover this style of editing.