I've made a poll here asking if / what kind of saving system should be added, please take a look:

linkto.run/p/721RXOZS

(copy the above link to address bar)

its a rogue-like, adding a saving system defeats the point

That is not the only consideration though.

A checkpoint system like Spelunky's would be welcome.

Sure, I suck, so what? I'd really like to see more of the game instead of struggling over aiming and dying in the first 5 minutes. I just got an increase in max health, but no way to refill health to appreciate it. Now I died again and it's gone. I've yet to see past the first 50 feet of the game. Why is this a good thing? Why not retain what I've gained, show some progression, and let me retry? Hardcore permadeath mode is not for everyone... Especially when the game is rather challenging and life threatening...

Agreed. First two levels are just for stocking up gold and hoping for wand luck. Good wands rarely spawn before the 3rd layer..