I dealt with the lack of mid-mission checkpoints until the last mission of the game, which managed to get me to throw my controller, something I haven't done since the Playstation 1 era. Not MDK2, not Ninja Gaiden on Hard mode, not Call of Duty 4 on Veteran, not Earth Defense Force on Insanity, but GTA4.
Once more people beat the game, I'll tell the story, but it was as if the game was playing a sadistic joke on me. In 5 consecutive attempts, I died at the same spot, but in completely different ways. The first time I died and had to restart the entire mission, I was angry. By the 5th time? I spiked the controller into the ground, which sent the battery pack zipping into another room.
I have to give it up to MS though, because it still works perfectly despite it sounding like a child's rattle when you shake it.