I'm not an expert, but personally, I hate checkpoint systems. Especially in horror games, or any other games that try to impart a specific experience on the player.
A horror game should bring fear and suspense. However, when you are replaying a section of a game because you screwed up, it stops being frightening or suspenseful - after all, you've already seen it! You can replay once, twice, but if for some reason you have to replay the same section many times, the horror experience would be utterly shattered. And with a checkpoint system, the player can do nothing but replay the same section over and over, until she finally succeeds or quits in frustration.
Of course, on the other hand, having a quick save option decreases fear and suspense because the player has "nothing to fear". For me personally, forced replays are far worse, but maybe your intended audience is different.
Anyway, I believe it pays to think about some ways to reduce/eliminate this "forced replay" effect. Instead of, or in addition to, quick saves, you can have some kind of "skip difficult section" mechanic, or dynamically reduce difficulty on replays. Perhaps you can change the game dynamically after load (especially if you're using procedural generation), so that each subsequent replay is different.