I am almost OCD about saving. I save at every save point, regardless of how long it's been, sometimes more than once (if there's detours and hidden treasures nearby). I save, if possible, before every important encounter (boss fight, etc.). I save after every town in which I did something remotely significant.

As a result, nothing like this has ever happened to me.

EDIT: @WK, Lunar's style actually resulted in me saving more, because there weren't save points limiting my ability to save.