One of the approaches I like in shooters is for you to only lose a couple of weapons when you pop yer clogs. There's an excellent shooter called Spacehog by Johan Peitz (www.freelunchdesign.com) which takes this appraoch. I genuinely believe it's one of the best shooters available for the PC despite the lo-res and not entirely spectacular graphics I've come back to it and completed it many, many times.