When you upgrade from Woody to Sid using "apt-get dist-upgrade" all you're doing is just upgrading software packages, nothing else. LILO won't magically (re)install itself unless you tell it to do so.
but if you're really paranoid, here's one thing you can do:
assuming your mbr is on /dev/hda (ie you boot from it)
dd if=/dev/hda of=oldmbr.bin bs=512 count=1
put oldmbr.bin somewhere safe, say on a floppy disk.
then if something chaotic happens(hope not), you can restore it with
dd if=oldmbr.bin of=/dev/hda bs=512 count=1
triple check the dd commands make sure they are 100% correct