However - I'm running a one-on-one game with a buddy. Anyway, a character in a party of 5 dying sucks, but a solo character dying.... well, that REALLY sucks. The other day, the PC was fighting a Minotaur who scored a crit on him for well enough damage to kill him twice over, to kill all his progeny and their progeny after them, to bring him back from the dead against his will just to kill him some more, to kill off every character he will ever play thereafter, to retroactively kill every character he's ever played in his life, to kill every - nevermind, you get the idea. It was a lot of damage.
Well, it would REALLY suck for the PC to outright die, especially because the campaign had just started getting off the ground. So, we agreed to "cheat" and I declared that the god Ares (whom he had just prayed to, anyway) granted him fortitude to stay alive and fight.
Problem - There's only so many times we can do this before it becomes old hat. Ares kept you from dying. Ares blessed you with hit points. Ares gave you a bailout package. Ares paid your mortgage for you. Ares blah blah. And I am also hesitant to instill the notion into the game that the PC can't die, that no matter what happens, somehow he will still be alive at the end.
Possible Solution - A mechanic of some kind, that allows the player to make some kind of check, use some kind of value, or activate some kind of limited-use ability to keep his character alive should he be about to die. I'm thinking something along the lines of Action Die (or drama die as they are called in some games), which is a mechanic I already use in my games and I really like.
Another mechanic that I've seen is a "Luck" mechanic that a friend of mine used in his games. "Luck" was an additional Ability Score added on. You could only roll a Luck check once per session. If your character was in extreme danger and about to die or be dismembered or turned into a frog or something horrible, you could roll your luck. If you passed the check (and you only get one per session), whatever horrible thing would happen to you doesn't. If you're falling off a cliff, you catch a root or hanging limb, if you failed a save, you pass the save instead, if monster was breathing fire at you, it misses you instead, blah blah. While I think my friend used this to great effect in his game, I don't know if I want to use it in mine.