Last Call of Cthulhu adventure I participated in was a year long thing wherein three of my characters died, were blinded or horribly maimed (their replacements always 'somehow' linked in with how they died and the 'transit' of the first char's journal). It's ultimate end saw us all dying as Singapore was nuked, but we did save Earth. For now. (Or then, as it would've been eighty-four years ago...)
With that in mind, I like to think one ought not be squeamish about Fate Point burning. If the players are really investing in their characters, work with them. Wading through baddies is one thing, but a nice sense of achievement can come from defeating a seriously cunning and skillful foe. (Themselves from the future is one I rather fancy throwing in at somepoint...) By the same token, permitting the correct degree of 'get out clauses' is a sensible thing too. Going the CoC route and having to 'bring down the mountain' is often the only vaguely viable solution, even for Astartes (look at Nightbringer ). But having that fact be too obvious too soon is no safe way to encourage player interest. Similarly, sticking to one 'type' is probably poor form too. A nice blend of 'winnable' and 'no chance' with surprising changes (the unkillable grot archenemy or the readily foilable moustache-twirling greater daemon) and often just a great big dose of exactly what it says on the tin can be alot of fun.
If players know they're up against genestealers...it's not exactly easier, is it?
... I can see it now "Say Dave, can I see about getting a augmetic leg to replace the one that got shot off this session?"