The Savegame VS Difficulty dilemma.

[Nikolas]

Bard's Tale had another system (the old bards' tale mind you, not the new one). You could only save in one slot, if you managed to get back to camp and quit formally. In any other case (closing the computer, etc), would result in saving the characters but loosing all your money! (Workaround: Have a characted called 'Bank' and gather all the money to him who's stationed in the camp always. Worst case scenariou you lose the money your team holds, but save BANK's money)

[Radiant]

I think #2 and #4 are a viable solution. It's perfectly acceptable for games to allow saving only in certain locations or at certain times.