Well, I might not use the Ironman mod, but I do play with only one save.
Meet Lord Elsinthar. A High Elf nobleman who refuses to wear anything but elf-crafted gear. He has been having a hard time of it but things finally started looking up when I ranked up in the Mages Guild and Akatosh Chantry so I got access to potions and magic items. I was just going to do a few more quests for the guilds and then really dig into the Main Quest.
So, I went on a quest for the Akatosh Chantry, which sent me to a dungeon to find a man. I spent most of last evening trawling through this dungeon and finally had to save and go to bed without having found him after many days of searching.
Today I load up my one save game, take three steps and get...
You feel somewhat bad...
Without knowing it, I had just been poisoned when I saved last time.
I do not have the mana for cure poison.
I do not have the mana for teleport.
I do not have any cure poison items.
If I sleep one hour the poison kills me.
I run through the dungeon and right around the corner... is the guy! He's right by the entrance! If I had turned right instead of left...
If I rest, I die. The poison just keeps eating Endurance until it reaches 0.
I run out of the dungeon and try to fast travel. I die.
So I get desperate. I run out of the dungeon and check my travel map. Closest location: a temple. And I am in a country where Akatosh is the main diety. If I can reach the temple, and they are open, and they have a potion seller, and the potion seller has a Cure Poison potion...
I reach it!
And it's one guy in a stone hut.
And he just asks "What do you want?"
So I load and try again. Heading for the nearest city. I ride and ride until I see the city walls and I get closer...
And I die.
I have saved in a position where I simply cannot save myself.
Farewell sweet prince.
*salutes*
Frustrating, but man, I love this game