For games like Call of Duty and Halo it's recommended you just take your time. The game's not going anywhere, pace yourself through it. If you see an opening where you could just run through that can bypass a fight you can't win just take it.
Dead Space however, in Hard Core mode. You get three saves for the whole game. And when you die you don't get ANY checkpoints it just starts you off in your last save point. And you will need to utilize all you saves. But since the game comes with 2 disks I'm pretty sure they can't bump you back to the first disk. So it gives you a free checkpoint in the middle of Chapter 6.
Fallout: New Vegas gives a sense of realism where ammunition has weight and you have to worry about Sleep, Hunger, and Water. Sleep - Sounds easy to just get used to but if you're in an area far from home you'll most likely die unless you can take some type of food that keeps you up.
Food - it's best to keep at least three items of food on you, the good kind of food (like a brahmin steak)
Water - NEVER take alcohol it makes you MORE THIRSTY
* AND TRY NOT TO SAVE 2 SECONDS BEFORE YOU DIE *
I could be wrong about some things