Man, if there is ever an example of a game that is made artificially difficult/longer by the lives system, it's Megaman. Let's breakdown the usual experience of going through a Megaman level, shall we? You got three lives. First you got to get through the level to the robot master. You'll probably lose a life along the way, that's fine. Second life you make it to the robot master. You let loose with your special weapon, but your health is low from fighting through the preceding level and the robot master ends up beating you. Okay, third and final life, but now you're at full health and at the robot master. But wait! The special weapon you used up in your second life is still gone, so you're left with just your megabuster and the robot master ends up beating you.
Game Over, but you hit Continue and give it a second shot. You make it through the level with a tolerance of losing one life. Get to the robot master wounded, sacrifice that life without using your special weapons. Okay, now your at the robot master with full health and full weapons. Now it's go time. You beat him! Hurray! Now start the next level with just your one remaining life. And by that I mean suicide on a spike so you can start fresh again with three lives.
And let's be honest, we've all done this our first time through a Megaman game.