OK, I finished the game, after having gone back to my last save before I started cheating. After playing through Undead Nightmare (without cheating) I realized how dumb it was to use the cheats. By disabling autosave (which results from enabling cheats), I had made progressing much harder than invincibility could possibly compensate for. I also discovered a ridiculously easy way to force a save, when I felt the need for one on the spot (without safe house, camping, or 6 hours lost): change your horse. You go into your satchel, and select one of your other horse deeds. Done. I used this more than once right after I was challenged to a duel (not that I get killed in duels anymore, now that I understand exactly how they work, but it's good to be safe).
As a result, I enjoyed the game a lot more. Rockstar excels at figuring out ways to annoy me, but bad surprises were kept to a minimum the rest of the way. It was an outstanding experience, and I wish I had more reasons to keep roaming the world. The ending* disturbed (and annoyed) me greatly, since it came out of nowhere, and wasn't even explained. It felt tacked on for shock and otherwise emotional value, rather than a natural consequence of the events leading up to it. Other than that, wonderful trip through the old West, wonderfully brought to life.
* The ending . . .
[spoiler]
Why? It would be safe to say that the premise of RDR echoes the Clint Eastwood spaghetti Westerns. The protagonist is not a mortal man, but a mythical figure able to survive any challenge with superhuman reflexes and aim (not to mention infallible weaponry). The Man with No Name never dies in this fictional setting. Hell, even Josey Wales didn't die, even if he did get shot up. So why the hell would John Marston get killed, out of the blue, in a completely gratuitous attack that served no purpose other than to shock and dismay the player?
I was livid with anger. Sure, much of that anger was caused by, and directed to, the smug face of that bastard federal agent. When I was basically reincarnated as John's son, Jack, I immediately headed to Blackwater to kill every living thing in sight. Fortunately, a '?' was waiting for me at the railroad station, and I was able to get payback properly through the storyline. But I'm still pissed. If they were going to kill me, why didn't they do it right after I did what they wanted, in the last substantive mission (before all the domestic ranch stuff)? If they were going to try to kill my family, why didn't they do it while the wife and son were in captivity? Instead, big production of cutscenes about resolved issues, new chance for John, ranch, family . . . only to send a whole army after them wordlessly and suddenly? And then to have it actually succeed? Fuck that noise.
[/spoiler]