I'm going to take this in a different direction - save points. There are too many games that take after the NES model and give you massive amounts of space between save points; in fact, the whole concept of save points is outdated in most cases with the ability to save as you go. People will "up the difficulty" by making you go through a long piece of the game and then have something hard at the end right before the next save point, so if you lose you have to do that piece of the game all over again.
The worst is that there are good ways to do this - for example, in Bit.Trip Runner the levels are all only a few minutes long but you have to redo the entire level if you fail. It gives you the feeling of "I need to beat this" without the rage that I get from knowing that I have to go through tons and tons of irrelevant stuff.