So, when should you actually think about using the Saga pattern with your microservices?

Hey everyone, I've been struggling with distributed transactions in our microservice setup. We're getting to a point where just simple compensation logic isn't enough for those tricky workflows that touch a bunch of services. I'm really interested in hearing how you all have handled this. When do you decide that the Saga pattern makes sense, instead of just trying to deal with eventual consistency using simpler retries or other ways to coordinate? What made you pull the trigger? Got any wild stories or hard-won lessons from when you first started using Sagas?