Really, it depends on the cause.
Saving over a completed file? A brief "damn it!" moment, then I just keep going 'cause it's not like I was ever going to load that file again anyway.
Forgetting to save or having a battery die on me before I can save? A longer "damn it!" moment, but I usually get back to it within 30 minutes to 24 hours, depending on how much progress was lost and how good the game is.
Cheap death after having not saved for a while? Big "damn you!" moment, often resulting in a decent-sized period (sometimes months) of not playing out of spite towards the game. Unless it's a game I've played plenty of times and love to death, in which case the spite rarely lasts more than an hour.
Getting TKO'd in the first random encounter of the game, first time ever playing said game? Instant trip straight back to the game box, likely never to be played again. SaGa Frontier 2 is currently the only game to suffer that fate for me.
Sky Render - Sanity is for the weak.
