Personally, I hate when a game enforces infinite continues on the player, as it sucks the challenge dry of an Arcade game when you know no matter how bad you play, YOU WIN!! When you played a game in an arcade, you didn't have a twenty pound bag of quarters on your belt to ensure beating a game; no, what you needed was pure skill, and when you did beat Metal Slug 2 on limited quarters, you felt greatly accomplished.
Yet even professionals don't seem to share this opinion. For instance, 1up just gave the House of the Dead collection for the Wii a C+ on the grounds that there were NO infinite continues.
http://www.1up.com/do/reviewPage?cId=3167003From my experience, whenever I play an arcade collection with infinite continues, I don't play it for too long; no challenge, no fun. I mean, for a fighting game, this is totally different; no amount of continues is going to ensure victory if you keep losing to Vega. When it's an arcade game that lets you continue from right where you died, though, then things get boring with infinite continues. For one, I'm personally glad that Sega didn't put infinite continues in the game; this will, you know, make players feel accomplished.