I disagree with Tinker's desire to force the personal preferences onto everyone else.
I'm perfectly OK with there being an option to play in "ironman mode" (or whatever each individual game happens to call it), but it should be a selection in all but the games for which instant game over either doesn't make sense, or it somehow doesn't make sense not to have it.
I'm aware that some people have trouble restraining themselves from save scumming if the option is there, and it certainly would help them to not cheat themselves if they can block the ability to do so. However, it certainly doesn't help them to train themselves to not give in to temptation, but games are typically played because the player enjoys them, not as tools for self improvement in minor ways.
Finally, I see absolutely no reason for the ultra hardcore stance that you have to start over from scratch if the game crashes (without the player [subconsciously] causing it to crash), or a power outage or hardware failure results in a crash. I respect that there are people who take that stance: it's fine with me as long as they don't try to force it onto others, but don't expect me to actually understand the reasoning.
Also, note that I'm talking about single player games exclusively. I have no tolerance for cheating in multi player games and no respect for braggarts who save scum and then claim to have pulled off incredible feats but conveniently "forget" to mention the save scumming part.