In KB:TL I never tried to play without losses, although I could win on Impossible fairly easily with all classes. Eventually though I got annoyed that other people seemed to be achieving more in the game than I was, so I vowed to master no losses playing AP, which I ended up doing with the Warrior and Mage. This was a good choice for me, as it made me pay more attention to what I was doing in battles and provided a good challenge for me.
There was some need for reloading though - I don't see much of a way around that. The one thing I've never mastered at all is the time factor, but I absolutely refuse to pause the game and try to find optimal paths between places etc. That would kill the fun for me. All power to those who do this, but it's not for me.
If I play AP again (which I'm not sure if I will) it will be an Ironman game (i.e. no reloading at all) and probably on Hard rather than Impossible.
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