For me, it greatly depends on the game. If the game has a quicksave feature, or allows you to save from the menu at any time, then I save constantly. If it uses save points, then I save every time I see one, but I won't go out of my way to find a save point unless I'm ready to quit.
There are also a few games that break the mold. The Sims 3, for example, takes approximately a million years to save, so I usually don't bother until I'm ready to quit. If it crashes or whatever, yeah that sucks, but everything is always the same in that game anyway.
By the way, Sex Rex, TGM means Toggle God Mode. It prevents you from dying, and if I'm not mistaken, Malyc is recommending you cheat to finish the games if you get frustrated from dying too much.