Save anywhere makes the game too easy. I'm guilty of it aswell. You know that really hard bit? and you save save save save save every time you get a tiny bit further... then you'll manage to do it entirely by luck and save it, without ever workign out how you did it. I did it in Portal. There was a bit in a community map pack that i just couldnt work out... in the end i did it by accident, saved it, then jumped back down to try it again and couldnt.
Checkpoints are where it's at for me.
Checkpoints are where it's at for me.