The checkpoints definitely make things easier, but they're also easy to skip if you want that challenge. The only time I've used them is when the level had branches and I needed to map out how to get the most points with all the gold bars. In particular, one of the optional levels in the first world has some not so obvious paths that I kept missing until I started running through the second half to find where I was messing up.
They should have put an achievement behind skipping the checkpoint. I know that you get more points, but those leaderboards are so far out of the stratosphere of possibility, I don't think that that's a good payoff.
In general, I would have just prefered that they drop them, at the very least on Easy and Normal. That might have made for a better balance. I'm not really a fan of ignoring game mechanics to make a game harder.