Nirth: I'll probably do that too but nowadays I've no tolerance for replaying parts I've already finished and emulators usually offer state saves.
You can achieve something like that also with Dark Souls on PC thanks, once again, to DSFix and his auto-backup feature.
However, that will only helps if you do some major screw-up, like killing the wrong NPC or the like... the way the game is designed, unless you are the Death incarnated (or you cheat) is very likely that you will do multiple boss tries, you'll need to backtrack to previous zones to reach vendors and stuff.
If you can't deal with that, don't bother...
Gazoinks: Definitely install DSFix, if you haven't. Makes the port waaay less bad. And yeah, I can only think of a couple of moments where the diffiulty's more cheap than fair (the red dragon on the bridge the first time, the curse frogs...).
... the f****g Capra Demon
For me, the bridge wyvern was fine, since you have to deal with her only if you want to (there is an easy, intentionally put, shortcut), and the curse frogs where no issue either, they are easily dispatched, and i've never been cursed even without resistant gear.
But the damned Capra Demon drove me nuts with my first character (i think i needed more than 20 tries, always dying within 2 seconds of entering the fog), and it was the only time that i've thought "that is unfair"
Anyway i got bloody revenge with my second char, got him and the 2nd try...