I chose "It depends on the game"...
My current "state of the mind" isn't fixated properly that I could give some good examples, but, let's see...

Even though I loved the game, I hated the save points in FF7 that were placed so far from each other at the early parts of the game. When you finally entered the world map it got better...

Now I'm playing Dead Space and I love it how you can't save everywhere and the Save Stations are located strategically in the exact areas the player needs them.
Add much to the atmosphere imho.

Didn't like auto saving in CoD5, sometimes the areas took to long to repeat...

Loved saving-everywhere in most FPSes, I'm not kind of a person that reloads the game after loosing 1 bullet or life point, but I like to enjoy the fast action and let it stay that way.