I consider myself being in that category of players, because of the radical ammunition conservation (which implies extreme enemy luring) and too often position saving.
I'll say this to my defense: you never know what lies ahead! ;) Maybe I'll need all that ammo later, after all... The games should include hints like "don't waste all your granades; you'll need them in a couple of minutes" during the play. ;) Lame? Well, maybe. But I somehow manage to do majority of the kills with a machine gun or a similar weak weapon. Patience...
The reason why I save often and save my ammo is that I really, really don't like playing the half-hour long missions twice (one word: "Hitman" -- they made it impossible to save more than a couple of times per level on the hardest skill and thus made it a real PITA, IMHO). And just what did the authors of "Max Payne" think when they unlocked a higher skill level for you to choose only when you finish the entire game?! I'm not playing it twice, even if it would have been epic like Half-Life (I'm thinking of the first part of the game, not that HL2 all-the-physics-null-adrenaline crap). Ah, those were the days: Half-life... I remember when I got that seeking, unlimited ammo alien gun I killed almost all enemies with it. ;P
I'm playing "Prince of Persia: warrior within" currently and I must admit that the frequency of game saving positions is just about right, ie. you can't save the game when you "feel like it" and there's no ammo to waste, so there's no dilemma there. ;))