So I decided my approach to dishonored will be to play the game, and never reload previous save (just if I die). that mean that if a group of guards see me and come to attack me, I stay and fight. not I am in the mission "flooded district" and I have high chaos. do you think this is a good way to experience dishonored?

It's going to get you the darker ending, but I would not say there is a good or a bad way to experience the game. Besides, even if you stand and fight, you don't have to kill them. At least, you don't have to kill them assuming you have any sleep darts left, or have the powers needed to escape. A combination of agility and blink, or the use of time bend can get you away to a spot where you can hide. There's even an achievement for escaping from 5+ guards without leaving the map.

You just have to ask yourself one single question: Do you have fun? If so, it is a good way to play the game.

I think that forcing ironman mode on yourself (or semi-ironman, whatever) can make this sort of game more fun. If you can quicksave and quickload, you can just explore everywhere as you save scum your way through the game. Not being able to save and having to defend yourself if you are discovered means that you have to be much smarter about the decisions you make.

I got to the last mission. yeah, I am having fun. I heard that if you have low chaos it is sunny on the island, and for me, it's raining. really puts me in the mood. After I finish this playthrough, I will try a non lethal one, which will be probably much more difficult.

Play however you want the first time and get a feel for the game. A lot of people struggled trying to go completely non-lethal and stealth and ended up hating the gameplay for whatever reason. Play it however you want first and then try to go all OCD and perfectionist on it.