Tempting as saving might be, it's like playing poker without money: it just doesn't work.
It's not that you're "free to screw up" so to speak. The impact is much deeper, as being ready to load / save indiscriminately changes your tactics *a lot*. There are many things you wouldn't dare to do if you didn't have the save / load option. Playing without it forces you to actually think, plan ahead and try to minimize mistakes. In other words, it makes you play in a completely different (and in my opinion more engaging) way.
I abused save / load at first when I was learning the sim, but I always feel guilty when I do it more than once without a justified cause, so I try to stay away from it as much as possible.
The current (relatively buggy) state of the game makes it difficult to avoid it completely, but I simply can't wait for patch 1.2: I want to sink stuff right here and right now
