I've played games with a coded +regain/hunt/whatever system, games with an auto-regain system, and games with a scene-required system. Personally, I prefer the coded but not automated system.
I dislike auto-regain because it doesn't take into account failed rolls. I dislike scene-required regain because it forces casual/limited time players to basically do nothing except regain scenes in order to stay alive, and that cuts into time that could be used for a lot of other fun things (many of which are just as thematic).
I agree with @lordbelh in that a coded (but not automated) system will cause most players to think twice about reckless spending. This is especially effective when there is a regaining roll limit, such as one roll per day. You can feel the pain and need to conserve without having to make every single scene a regaining scene.
Also, I like the idea of a scene bonus for dramatic failure at a regaining roll, but I think that regular regaining scenes should be treated by the same standards as any other scene/PrP when it comes to bonuses.
Just my two cents.