I don't feel that guilty, but I do wish I could move the more important graves later if I need to. I try to have a whole tomb made up for each dorf in a few years, so that they can go to their rest in a fancy location.
I tend to have a masonry devoted to coffin and slab production, and a spare craftsdorf workshop devoted to engraving the slabs. This doubles as a useful workshop for Moody dorfs to use as their base of operations when they need to, and the price of two stones is really not that difficult. Add to that a few stockpiles for slabs, statues and coffins. You can see those in the middle top, upwards of the staircase.
There are quite a few "common" graves in little rooms along the main hallway there, but by this point I'm giving most dorfs a 3-by-whatever room to have their coffin in, as you can see on the bottom right. This might happen over multiple levels, it all depends on what rock I want to mine at the time.
I have special rooms for displaying slabs, which I get smoothed and engraved when I have the time, and put a statue in the middle, so that they can become statue viewing courtyards. I don't usually make them diamond shaped, but I was having fun on this one. There are three of them on the bottom left.
The less interesting slabs, made by beginner masons, just get assembled in a room on their own, so that the only ones that get engraved are the fancier slabs. This adds to the value of said room, and makes a great mausoleum later for my baron or baroness, seen here on the far right.
As a random aside, I have noticed that vampires always visit their own coffin, whilst other dorfs don't tend to do this, far as I can tell. Except for Messy Dorfs, who always seem to discard clothing in the room somewhere, so Messy Dorfs tend to get a nice stone cabinet near their coffin.
(Edited for Spelling)