jamyskis: Well, no, not really. The risk was part of the fun, because it increased the stakes, knowing that a wrong move could send you back some way to the last save gem. Part of the challenge was being able to weigh the risks against the rewards of such a dangerous undertaking.
To me that adds only boredom, the part about having to go through the same jumps and fighting the same enemies, just because you had to load a save game from far away, not where the action happened.
I recall also many saying they hated Far Cry 2 because if you died during a mission, you had to drive all the way from your safe house (I think those were the only place where you could save the game in the console version), which can sometimes take quite a long time. However. since the PC version had also save-anywhere, I would simply save the game when I arrived to the location where my objective was, so if I failed the mission, I could skip the driving part over and over again.
At this point I'd mention that I hardly ever use quick save. I guess I don't necessarily save that often, only at parts which I personally consider as key points, like before a big fight etc. I'd hardly ever save during a firefight, only before or after it.
jamyskis: I'm actually in favour of a combination of both, but gimping the save-anywhere feature in such a way that it discourages such liberal use of it, either with limited saves, in-game penalties or just generally being somewhat "out of the way".
I dislike the idea of using the save game system as some kind of means to increase "difficulty" to the game, because normally that just means having to replay the boring parts over and over again until you get to that boss fight or whatever.
Was it Resident Evil where you had to collect some typewriter tapes or something which allowed you to save the game at save points, one tape per save? I hated that since there's no way of knowing how much I'd need those tapes later in the game and how many you will find anyway. Should I conserve or just use them? I shouldn't have to think about something like that, just in order to save the game.
Another thing which makes me favor save-anywhere is that it is simpler and easier to comprehend. If I save a game at some point, then I know I can restart the game from that point later on, no matter what.
Quite many times games have oddball systems where you have some kind of "checkpoints" which are not real save points, and on top of that you have the real savepoints. Sometimes it is hard to make the distinction, and when I exit the game, I am surprised to find out that I couldn't continue the game from the last checkpoint or anywhere near around it, but all the way from the very beginning of the level (e.g. if the game gets properly saved only when you enter a new level).
Why can't those checkpoints be also proper savepoints? Why do they work only as long as you let the game run? I don't see any logical reason for that, it is just irritating and confusing, making me unsure whether it is safe to exit the game, or should I keep playing for another 15 minutes just to find a proper savepoint. Or even leave the game running if I need to go elsewhere, just so that I don't lose the checkpoints.
There are still PC game genres where there usually is no option to save anywhere. For instance all the flight sims, space combat games (Wing Commander series), racing games etc. PC gamers don't seem to mind the lack of save-anywhere on those kinds of games, but occasionally there may be complaints that there is some Independence War mission which has very long periods of waiting, and then intense fighting at the very end of the mission, where you then fail.