It's mostly a personal thing, I just feel dirty using save states to continue where I left off and only use them when I absolutely have to.
Well, don't feel dirty then.
Do what I do: use save states merely as a way to make easier that which you could do on a real console, so instead of leaving the console on overnight, I can just use a save state and come back later. I sometimes use them if I really don't want to have to go through a tedious process again, like reset, start, go through menus, navigate very simple part of the game... just saves me time, of which I have very little these days. If you feel dirty, remember that games are supposed to be fun, right?
If it's only one byte, how hard would it be for me to do it myself? Since it's something not many other people besides me want?
I think you missed my point: the fact that it's one byte means it's NOT worth hacking or adding a battery in a real cart. RPGs on the other hand benefit immensely because nobody wants to enter a 24-digit password. When I play on real carts, I find level selects a blessing because if I can get a game over and start from a certain point, why not select that level when I turn on the console the next day?
Which is why, after writing my previous post, I opened Ninja Gaiden 1 and 2 and added a level skip feature.
It's a bit rough: you just press Select the amount of times you want for your level, then start the game, but there's no visual indicator so you have to count by yourself. This is tricky on Ninja Gaiden 2 because it won't register if it's not on the title screen, and it goes back to the intro after about five seconds (maybe I'll disable that...).
If anyone's interested in these level skip hacks, I'll do NG3 and stick them all in one zip for everyone to try. Although passwords and unlimited continues for NG3 is probably even better.