http://answers.unity3d.com/questions/8480/how-to-scrip-a-saveload-game-option.html

or

http://docs.unity3d.com/Documentation/ScriptReference/PlayerPrefs.html

for saving game.

Now for the respawn of the player. Place some trigger boxes around the level where you want to checkpoint add this.

On the player add a variable:

var checkpointPosition:Vector3;

On the trigger boxes

var player:PlayerScript;
function Start(){
  player = GameObject.Find("Player").GetComponent(PlayerScript);} 
function OnTriggerEnter(other:Collider){ 
  if(other.gameObject.tag=="Player"){ 
    player.checkpointPosition = transform.position;} 
} 

When the player enters the box, the box position is assigned to the variable.

Now back on the player:

function Start(){
  checkpointPosition=Vector3(0,0,0);} 
function Update(){
  if(health<=0)transform.position = checkpointPosition;
}

I assume your player start at 0,0,0 but obviously you know what to do. If your player reaches 0 for health, he is sent to checkpointPosition.

pleez i want to ask . i have the same problem as u and i wante to use Application.LoadLevel(); when the player die . and respown in the position of last chek points ( use application.loadlevel to make my enemys disappertre) can i use it with the chek points??