Not to start a flame war, but this is one of the reasons I prefer PC games. They typically allow for quicksave and/or a sane autosave.
That's fine for single player. But what do you do when you have friends over, and they don't have their own PCs to bring? Consoles have more titles that support single-monitor multiplayer.
unskippable cutscenes:
They're acceptable once, but not every time I want to replay the game. And ANNOYING AS HELL when they occur after before a big fight and must be replayed after dieing.
Some games, such as Super Mario Galaxy and We <3 Katamari, use tasteful, short, but unskippable cutscenes to cover loading. Would you rather have the screen be black?
button mashing:
Press a button as fast as you can to save your character.
What better control solution do you have for something like building up power ("Test Your Might" in Mortal Kombat) or resisting torture (scene with Revolver Ocelot in Metal Gear Solid) or quickly eating a fruit (several scenes in WarioWare Inc.: Mega Microgame$)?
Landmines:
Any situation relying on the player being telepathic to survive (it's an old example, but still a formla devs use)
Let me guess: You got frustrated at Minesweeper. Perhaps you could try playing Luminesweeper, which includes a cooperative buddy that automatically marks obvious mines.