I don't tend to reset my games too much. I simply become too attached to them, so without a way to back up the save files, I don't like to start anew. In Red, I used to save my games to my MegaMemory Card and restart, and then I could reload them later, but since then, it's generally been one save per file. However, I do get both versions, so I do have multiple shots at playing the games.
This generation, however, I've started getting extra games that I can use as reset/challenge games. It started with extra digital copies of X and Y that I got for registering games I already owned and my 3DS/3DSXL, and then I bought extra copies of ORAS (one to use at a slower pace with a friend, and one for general restart purposes). I'm enjoying that new model, and with Bank there is a lot less trading involved than before to make it work well, so I may continue to get an extra restartable copy of the games in future generations.