Another idea (borrowed from the historic Japanese Chess game 'Maka Dai Dai Shogi'): contageous pieces. If a piece is contageous, every other piece that captures it would instantly change to the type of its victim (but keep its own color).
When a weak piece is contageous, this provides it a moderate amount of self-defense against capture by more valuable pieces. You still would want to capture an unprotected contageous Knight with a Rook, because even though that Rook would change into a Knight, it is better to have a Knight vs nothing than to have a Rook vs Knight. But you would not want to capture it with a Queen! A contageous passed Pawn would be a pest; it can walk around with impunity.
When a strong piece is contageous, the effect is that it cannot be traded out of the game. If Queens are contageous, instead of QxQ, PxQ you would get QxQ, PxQ=Q. The opponent would have his Queen back, while you lost yours, effectively for a Pawn (the piece that was protecting the Q). So direct trading is more like sacrificing, and is thus strongly discouraged. Indirect trading also doesn't work: after NxQ=Q, BxQ=Q (on a different square) both sides still have a Queen (but the Queens have swapped location!), and effectively N was traded for B.
Note that a contageous piece can never disappear entirely from the game; only if two contageous pieces capture each other, there will be one less. But the last surviving contageous piece will always remain. For this reason contagion is a good device to ensure that a 'modest' chess variant, which only differs from orthodox Chess by the presence of a single exotic piece, will not quickly turn into an ordinary Chess game by trading the exo-piece.
I used this in a variant I designed, called Werewolf Chess, ( http://www.chessvariants.com/invention/werewolf-chess ), which is just like orthodox Chess, except that the Queens are replaced by a Werewolf, which moves slightly different from a normal Queen. To make sure the Werewolfs are not quickly traded to produce a boring Queenless Chess game, I made them contageous.
In Werewolf Chess I did make one exception to the contageousness of the Werewolf: the King is 'immune' to it. It is the only piece that can capture a Werewolf and stay itself (next to another Werewolf, of course). This to avoid rule complications for when your King would turn Werewolf. (Would it be a royal Werewolf? Would you instantly lose? Could the opponent no longer win because there is nothing to checkmate? None of these options seems to give an attractive game.) This means that in the late end-game, when Kings get involved, Werewolfs can be traded through WxW, KxW.