I recently played through Castle of the Winds and enjoyed that very much. This game offers the opportunity to save and load the game at any time. So when I made a silly mistake, I just reloaded and continued from there.
That made winning the game very easy. And it really did not feel like a roguelike anymore, although CotW has everything that makes a roguelike game. And the funniest part of all: after having finished it once, the motivation to replay it is gone, despite the fact that every level will look different and every item has to be identified again.
On the other hand, dying in CotW is very boring; actually there is only one way - being killed by a powerful monster. It's very predictable and would be frustrating to replay everything just because you ran out of healing potions. So I guess there have to be lots of interesting ways to die as an reward for the endless effort to replay the game over and over again.
Rich Saada, the autor of CotW explains his choice to allow loading the game on gamasutra.
