I feel likewise about my addon domains, so I set up an .htaccess file for each of my addons so that when visitors go to zzz.net they get zzz.net, but when they go to zzz.yyy.com, they get a 404 Page Not Found error on yyy.com.
I'm not an htaccess guru of any sort, and this doesn't work perfectly, but what I have is:
RewriteEngine on
RewriteCond %{HTTP_HOST} yyy [NC]
RewriteRule ^(.*)$ http://yyy.com/404.html [L,R=404]
(Those three lines go in the .htaccess file in the docroot of the addon domain.) When the string "yyy" (case insensitive) is found in the host specified in the request, it coughs up a 404. When that string isn't found, it serves pages normally. This is working fine for my docroot, but I think it's not doing the right thing for subdirectories, and I've yet to figure out why.