This is one of the reasons I've grown to appreciate my handhelds. For those not aware, most handhelds these days have a pause feature that essentially creates a temporary save that you can return to at anytime. When you do return, there's usually some type of friendly resume icon waiting patiently for you on the main screen.
Though these "restore points" don't technically save your game (and can only be used with one game at a time), they allow me to pick up and put down a game at any moment without the stress of having to find a save point within the game. This is especially helpful in RPGs, where you could be dozens of minutes away from the next save point.
Lately, I've found myself unable to complete console games due to the time commitment required. The best part of these suspend features shows itself when I begin adding several of these multi-minute increments of availability together and discover I'm actually able to finish games. A few minutes on the subway here, a few minutes on the toilet there, and next thing I know I'm watching the end credits.
For those occasions when I need to stop playing NOW, this is one of the most clever solutions I've seen. The system can be turned off fully, or if it inconveniently runs out of battery, and I can start exactly from where I left off. Now I'm not sure if there are technical limitations to having such a feature on disc-based consoles, but I'm convinced this is an essential feature for an increasingly mobile world. The next step in evolution of course, is taking that console game on the go and then transferring it back when you get home. In the meantime, the basic pause feature will suffice so I can finally finish Super Mario Galaxy 2. But it would sure be nice for every game to offer me the ability to pick up where I left off, to continue the adventure when I say so, instead of when the game says I should.