I have to hand it to you on that one. Save points suck. I understand when it's part of the game's strategy to make you start over from a certain point if you die, but if you have to leave the console, you shouldn't be penalized for it. It's possible, too: look at handhelds. Final Fantasy V on the Gameboy allows you to do a real save on the world map or at a save point, but at any point you can "quicksave," which shuts off the console after saving your progress. You can come back to the game, but when you do that quicksave data is erased, meaning that you either have to quicksave again or find a real save point when you turn off the console.

Then there's the PSP, which actually caches wherever you are in a game when you turn off the console, whether you saved or not. I'm not sure if it requires a memory stick to do this (my guess is yes, but I've never tried it). It's a big advantage, especially because the thing doesn't have a warning before you run out of battery, it just flashes a battery icon and immediately shuts itself off.