I am not an avid FPS gamer by any means, but I loved this game. It is pretty simple in it's design. Levels are short, secrets mostly hidden behind walls. Guns are classic, but great. Magic is useful, but not necessary. And melee build is totally viable, but maybe a bit hard to hit bosses with.
As I said, I'm not a retro-fps guy, I hadn't clocked in hundreds of hours in Doom or something like that, but I beat PW on the first try, from start to finish on standart difficulty. Died maybe 6-7 times, starting on boss 3, but by the end of the game I had almost 15 lives left. Lives are found in secret areas and they are all over the place, just hug the walls, like Wolfenstein. So yeah, I had no problem with lives system or no quick saves. I mean, levels are like 5-10 minutes each, you don't need to save, you'll be ok.
Bottom line, this game is pretty fun and pretty cheap, so it's a great deal. Oh, and the music is great too, OST included.