I'm currently enjoying Borderlands 2, but I absolutely hate the save system in that game. I will give you an example of what really pisses me off about it. I came up against a boss type enemy where a number of my weapons, while not totally ineffective, didn't do much damage. My rocket launcher was the weapon that caused the most damage. I was very close to defeating him when I ran out of rockets. This meant I had to use another weapon which obviously took less damage off him than the rocket launcher. There was only a tiny bit of health left on this enemy, but I died. Of course If I had some rockets left I would have killed him. You don't actually die in Borderlands 2, you're reanimated at the last save station. The problem with that is, I no longer had any rockets, yet the boss had full shield and full health again. It was ridiculous even trying without rockets.
I decided to quit the game and start it back up again to see if that put me in a better position. That actually helped in one way, in that it put me next to an ammo machine, but to get back to that boss was a fair distance away. I was just thinking through exactly what I had to do to get back there and decided to just turn the game off. It's times like that when I think, "just give me a proper fucking save!"