Stuff like that can be annoying on PC or console. However, if it's one thing I've learned from playing video games and doing graphic design and video production is that you really need to save often. Be it auto save, quicksave or both, I'd rather make sure I lose as little progress as possible in an event like a crash and have nobody to blame but myself if I do end up losing a ton of progress.
Now, the games where you can't quicksave like a Final Fantasy game where you have to go through a large area with tons of fighting before you make it to the next save point and then there's a ton of cutscenes on top of it.... ugh
*edit* In a game where you can quicksave, like Half-Life 2 for example, there are times where I'll save after nearly every enemy encounter or segment of the puzzle or just every few minutes or so.