I have a few complaints about Dead Rising, but the save system isn't one of them -- you can save whenever you want to, you just need to go to a save point. What's hard about that?!

If, as you seem to have done, you try to play through the game without ever saving.. well, obviously it will be quite hard/frustrating -- the same could be said of Super Mario World! Just plan each mission/route using the save points as waypoints along your path through the mall.