I don't know what I'll do quite yet. I guess it'll determine how I feel a the time. I remember I used to endlessly restart Pikmin 2 for Nintendo Gamecube everytime I lost one of the cute little guys.
(I didn't do it for AVP Extinction, though
I guess I figured that the Aliens didn't care about dying as long as the Hive was safe, the Predators care about honor more than they do their lives, and the Marines are just man enough to deal with the losses)
EDIT: Does anyone know whether it's possible to save all the marines so that no marines haved died by the end of the game?
Note: Please use Spoiler Tags for those of us who haven't completed the game yet.