I use the memory banks on my camera and have been testing the various settings in the D4 to come up with my final memory bank settings. I am now close and will likely post my D4 memory bank spreadsheet very soon.
I have banks for Nature, Travel, Portrait/Wedding, and Sports.
I find that while I certainly change settings based on the situation with which I'm presented, compared to the overall settings available, they are few I change. Plus, the differences in my banks are not numerous, except for Nature, but are important. I actually prefer keeping my settings as similar as possible, because it helps with consistency and keeps surprises to a minimum. I have little problem, normally returning to the settings I desire while out shooting.
I wish Nikon had a reset button for the settings banks and other menus, to take them back to my customized settings, but they don't. The only way to "reset" your settings back to your customized settings is by retrieving the settings from a memory card.
I pretty much shoot daily, or at least 4-5 days a week typically. Right now, I'm on a streak of about 70 or so consecutive days shooting. When I'm not shooting it's generally because I'm devoting time writing for publication, or one of my tech clients has an emergency.
I have a routine before going out on a shoot to reset my settings to be the same before any and every shoot. I've done that since I got my first SLR as a teen. My mentor at the time suggested it. He was right. It eliminates many costly mistakes. In all the workshops I run, it's something I recommend, to start the shooting day. By reviewing your camera settings, you ensure they are where you want them to be, to start the shoot.
Starting with the D700, that routine has included a quick reset in the morning by retrieving the settings banks from a memory card. I sure wish that had been available with the D200. I then reviewed the usual settings, as per my general custom, of ISO, Shutter Speed, Aperture, EV, White Balance, etc. to ensure my base-point for the day is as expected.
This routine takes a moment or two, and to my mind isn't a big deal with regard to effort or time, but is a big deal to help ensure a successful shoot. I could probably do this based on memory, by it's just too easy to forget something.