Currently, this is the best way to have multiple characters and keep them separate, even with multiple save for each character
It might be tool late for this now, but there is a way to use the character name for the save, I did not come up with this:
if you put a comma in your character's name, the save name will be everything after the comma.
I had an Orc named Ghom, Son of Frow... so all his saves are listed as "Son of Frow"
I started a new High Elf to check, and named him Kel, Mage of Summerset... his saves show up "Mage of Summerset"
Finally, I made an Argonian and just named him ", Bob"... sure enough, her saves are all named "Bob" (followed by the location & I assume number... can't see the whole thing)
...So, just a tip, if you want your savegame names to differentiate between your characters, put a comma in there, followed by something to identify the savegame.