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We reside in Ireland and, as non-EU citizens, require a visa to travel to UK. Which we successfully applied for and are now traveling, naturally, as tourists. But there is one potential issue with that.

Not sure about other countries, but if you travel to UK from Ireland by practically any means, no one ever checks your passport. And of course never stamps your passport. We confirmed that while driving (Northern Ireland) and flying (London area airports). Yet to be confirmed with ferry (Wales), but everyone says it will be the same. According to Internet passport checks do happen, but on a rare occasion. Did not happen to us yet.

Having dealt with visa applications in the past, I know that many countries pay very close attention to your previous use of their visas. That is, if you want to receive a second visa, you need to prove that you have used a first one properly. This can be easily proven with stamps in passport signifying entry and exit, and I did have experience with other embassies when these stamps were indeed used for that purpose.

Now because of the situation with crossing British border I described above, we may end up not having a single British stamp in our passports, despite multiple travels. So my question is - should we be worried? May this become an issue for us if we want to apply for a subsequent British visa (or even perhaps visas of other countries)? Should we be starting collecting some other proofs (shop/hotel receipts, used tickets)?

The people who process UK visa applications know well that there are no routine passport checks on the UK-Irish border (this arrangement is know as the Common Travel Area), so especially when the applicant resides in Ireland they would not jump to the conclusion that the earlier visa has never been used simply because there are no passport stamps to show so.

So you shouldn't need to worry in your situation.

In any case it is not a requirement for getting a visa that "previous visas must have been used". One can imagine that a large number of previous visas that appear not to have been used might make a consular officer suspicious that something might be fishy about the applicant's stated intentions -- but the most this ought to mean is that the documentation for the application is treated with particular scrutiny and suspicion.

But it seems inconceivable that one or two unused visas would have that effect. People's plans change, and consular officers know that.

(And again, an UK visa issued to a resident of Ireland would not "look unused" in the first place just because there are no stamps, because using it wouldn't produce any stamps anyway).