I know what you all are talking about, I used to use tons of save states and fast-forwarding in emulators too. There are situations where they are really useful, for example if you just want to see the ending of a game that you don't seem to get anywhere in (Ghost and Goblins anyone?) or in an RPG where there are multiple options and you want to see all outcomes without having to play through the game again everytime, or to see other things that you might not normally be able to see. Yes and using them to save time when practising is also useful. That last one almost goes into the cheating-because-the-rules-are-broken category.
After learning to abuse them however you notice that games becomes boring doing so and it doesn't feel like you really beat the games. And even if you use save states just to save progress or so, it's quite easy to get into the habit and reload when you get a Game Over, just because you happened to have a quite recent save state.
Just 100% Rondo of Blood on my PC Engine (no save states used there).
If you can beat Rondo I see no reason why you shouldn't be able to beat IV. It was some time ago I played either of them but I think IV is probably easier.
The NES games are not too much harder than Rondo either. Especially the FDS version of the first game which can save, and the Famicom version of the third game is also easier than the NES version.
