One design goal that I've seen pretty be successful is to get players into a tight retry loop. 

It's very disheartening as a gamer to be playing something, lose, and then have to go through a lot of rigamarole to get back to where they were. "Just one more time" isn't really what people think if it takes them a few minutes to get back to the fun stuff.

Some examples in various genres:

* "rewind time" in games like Dirt 2/Grid, or Prince of Persia: Sands of Time
* near-instant retry in games like Canabalt
* quicksaves that are frequent and generous in pretty much most modern games

I realize this is sort of meta-level on the fun factor, but it does help keep people glued to the game for a longer period of time.