Save and save often. I turn off the autosave feature. This forces a habit of saving. You will be rewarded by doing that, come crash or kill.
indeed, for example,
after every kill - save
before lock any chest - save (in case of running of lock picks)
after empty the said chest - save
before any door / load area - save
before leveling up - save
after leveling up - save
before turning a quest / talking with some one - save
after turning a quest / talking with some one - save
before buying / selling booty- save
after buying / selling booty- save
before pick someone's items - save
after pick someone's items - save
after doing a "hard" save, do a "quick save"
before exiting the game - save
also, once a week copy your save game file to another drive, if the main hard drive fails, you don't lose your char save file
these are the rules that I use when play the game
for extra protection I use autosave, also
(ok i might over save just a little bit

....)
save = quick save unless otherwise noted