Never save the game. Yeah, you read that right. Just use the "Save on travel" autosave feature [disable Save on rest and Save on wait], so the game automatically saves the game as you enter a new cell. This way you are forced to clear every dungeon with only one "life" and wandering the wilderness is way more frightening. You can think of this as playing using checkpoints, or as a lighter DID playstyle. Sounds crazy? Well this is actually what cured me from my http://www.gamesas.com/topic/1409968-do-you-suffer-from-save-game-ocd/ and I'm enjoying the game ten times better. Obviously I still save the game manually before I quit. Just wanted to share this.
Sure its effective. But it totally depends on someone's play style and play schedule. Someone that really has time on their hands could adopt that approach. However, me personally, I have very limited time on my hands and I hate having to run the previous 30 mins of playthrough when I can avoid it by simply saving regularly. I think what you are overlooking isn't just the dungeons or quests that you complete, its also everything else you do in between all that. I find myself doing so much in between quests. I'll organise myself and my house and my gear and whatever I have. If I have excess of ingredients I'll get to making some potions or if I have too many soul gems I'll enchant all the gear I crafted. So if I happen to die or crash, I couldn't imagine myself going through all that again.
Sure it gives you a new sense of thrill or whatever you want to call it, but I find it more of a hindrance more than anything. There are at times when I want to check out how certain quests would have turned out either way, so I will save just before turning it in or making a decision.
I don't say I suffer from "save game OCD" I just get very paranoid on having to do everything all over again, so I will save regularly, but this is only before important or major road blocks I foresee in the game.
I really do admire people that create DID (Dead is Dead) saves but that isn't for me. Sure its on a hardcoe mode, but I prefer the hardcoe MOD where it takes everything else into consideration like eating every few hours, dehydration, sleep deprivation, etc. I mean I could never get myself to keep going through the initial handful of quests every time my character dies. Since its a RPG game, its all about how you play the game and visualize your character. If I have died, I will not look at it as me dead, rather me getting knocked out or badly wounded. And that is another reason why I save frequently, so just before I know I am about to die or have my hands full, I quickly reload to my last save.
Most importantly in a game like Skyrim with radiant quests, its quite hard to have a DID save for someone just looking to play a game to escape reality and have some fun. I mean just a few days back I was travelling from Winterhold to a quest, when all of a sudden I was attacked by a sabre snow cat and a snow bear. I managed to kill the cat first and was focusing on the bear and nearly had him down, when all of a sudden I had a thief come up to me and hand me a some silly armour piece asking me to keep it while I am getting mauled by the bear in the mean time and I end up dying for no fault of my own. DID works well in an MMO when you can actually prepare well in advance. Its actually harder in a world like Skyrim when encounters are randomly generated. On the same character, I once had a Dragon spawn when I was fighting a giant and a mammoth. The dragon proceeded to aggro everyone in the surrounding areas including a few mages and atronachs.
So it basically goes back to your play style and sure if you really have a ton of time on your hands it works out pretty well, but I personally find it a complete waste when you have to keep having to level Blacksmithing and craft a 100 daggers only to have to restart to some silly death and do it all over farming iron ore and other materials.