I used to have around 1,300 saves and it took about 45 seconds to completely load up the "load" or "save" options. I figured it wasn't good for my Xbox, so I took a half-hour deleting all the saves.
It works better now, and takes about 10 seconds to load up the options to "save" or "load." I'm a bit like you, and have to save when I enter, leave, fast travel, or wait every time just because... well I feel "safe" in a way (As in I won't have to go far, say, if my game freezes and I have to reload a save).
Then again my game has only frozen once since release on my Xbox.
Oh, and to prove I save a
LOT I'll post my no. of saves... 6761... for two characters...
Edit: Forgot to say, that having seven different saves per character, plus the 3 AUTO-SAVE's will "take-up" the whole saving screen. This helps me to not have to worry about accidently saving over one of my characters only saves, deleting that character forever.