Keeping stalkers alive in Whispers of Doom mad dash
Don't give up -- Just keep practicing! You should get an auto-save just prior to or just after activating the third part of the prophecy. If you've managed to get all your stalkers up until that point, you can continually reload from there until you succeed.
Other Tips: Just keep running. Don't stop to fight, kill nydus worms, etc, anything. Your first blink should be into the lowground "pit" with the zerg defenses. Stun one with Zeratul and then just charge up the ramp -- you'd take more damage going the long way around.
Blink over rocks when you can, but when you get to the set of two rocks, blink in between and destroy the second pair (the zerg will have to stop to destroy the first set)
When in doubt, blink!
Edit: I just completed the mission again today, and can emphatically restate that you do not want to take the suggested route (delimited by the arrows on the minimap) but cut straight through the little zerg base in the pit. Just keep running, and you should be able to escape handily (Just be careful about where your units are before you blink -- I wound up only saving 5 of the 6 stalkers because one poor fellow misjudged the blink distance and wound up having to go the long way around. :( )
I blinked past the first set of rocks, destroyed the second and blinked again past the final spine crawler. Worked out for me, but there's a bit of luck involved so do what Raven Dreamer suggests: save right before and keep trying until you get it!