I pretty much never save unless turning off the game or just before a hard boss (and i mean really freaking hard) this is usually because i don't really have any patience and the saving screen takes too long and breaks the immersion in the game for me. This is the reason that I am too afraid to try getting brass-balls on Bioshock even though i have beaten it wrench + Pistol only on survivor difficulty the idea of having to save so much kinda scares me.