As a mechanic of the game, I enjoy the Dark Souls system -- die and lose souls/humanity you haven't spent yet, but you can go retrieve them (unless you die again) so it's not overly punishing. Bonfires work well as checkpoints, although it's annoying that you have to activate PVP to kindle them.
EVE is simple and speaks for itself. Works well with the atmosphere of the game, as long as you treat any ship you obtain as already lost.
Super Meat Boy has an absolutely wonderful death replay. You can try as many times as you want on normal levels, however after you complete the level it replays all of your runs at the same time. Best used with levels containing lasers :P Unfortunately it doesn't replay on boss levels
The simple die and run back as a ghost works well enough though. Not everything needs to have 20 different quirks layered on top of each other to separate it from the norm.