Matewis: Though come to think of it, even if a game has quicksaves I often try to finish entire encounters without saving inbetween. Stupid point of pride I guess.
I think it's a quite sensible choice to be honest, but it has nothing to do with pride for me; sometimes you may be totally screwed by misusing the quicksave function. I tend to use both quicksaves & regular saves (the latter serve as failsafe checkpoints in case i need to return back to a certain point).
Having said that, my regular Max Payne (and other games too) playthrough usually lasts twice the usual time that needs to be completed because every time a big encounter ends, i always quickload and play it again by using different weapons etc. Oh, how much i enjoy Max Payne's gameplay! :)