Saving should only be done at certain save points in the game and if you fail at a speech challenge or lockpick thing then it autosaves.
Why?
This fixes Save Exploits.
That would be a horrible idea, save points are probably one of the most annoying things any game can do without automatically making me stop the game. I can't tell how many times I've been tempted to smash my controller or keyboard because the developers of the game I'm playing, in their infinite wisdom, decided players would NOT want to be able to save at any time they want, and then I need to keep replaying annoying segments of the game because I died and the designers decided it would NOT be a good idea to place a save point after whatever annoying part I just got past. And no, that does not add challenge. Since if you beat a place once, it probably means your skills are enough to get past it, forcing you to play through it more than once if you fail won't make it harder. And if the place was actually challenging to begin with, the fact that you've completed it shows that you've earned the right to proceed, and should not be forced to replay it because there wasn't a save point right after that. Defeating a difficult boss, then having the whole thing rendered meaningless because there was no save point nearby, my health was still low, and I got killed by a random weak enemy is NOT my idea of fun, and needing to trek through long stretches of ground I've already explored because the designers insisted on NOT putting save points right before a boss fight and I was killed by said boss is not much better. In the end, the only thing save points test is my patience, and I play games to be entertained, having my patience tested is usually something that does NOT entertain me. Plus, what happens if I have an urgent need to turn off the game, and can't do so because I haven't reached a save point? Just lose all unsaved progress? And what happens if the game crashes or the power goes out suddenly? You could argue that replaying segments of the game due to dying is just a concequence of failure, but that can't be said for things outside of the players' control like crashing, and Fallout 3 HAS been known to do that, I have no doubt that New Vegas will as well, If you want to use save points in your game, you need to make sure it's stable enough that players can play it reliably without needing to worry about losing progress due to crashing.
Save points are a stupid idea that should have be abolished from any game where they're not necessary due to technical limitations, players should be able to save whenever they want, and wherever they want, and the only reason this stupid idea still shows up in PC games or modern console games is probably a cheap tactic to add the illusion of greater challenge without actually making the gameplay more difficult.
I know that might have sounded a little harsh, but I can't help it, unnecessary limitations on where I can save has just caused me no end of frustration in video games, and just even seeing someone actually suggest that it may be a good idea to add this to a game which continues a series that has always thankfully spared us such nonsense honestly makes me really angry.
And the easiest way to fix so called save "exploits" is to simply not use them. You know, you have this amazing ability to not do things you don't want to do, you know, the ability to make choices. If you really don't want to do something, you shouldn't need the game to try to arbitrarily limit the player's options to force you not to do it, and if you actually want to do it, wouldn't you not want to lose the freedom to do so? And if you're still doing something even though you don't want to, that's your own fault and there's no reason other players should have to suffer for it. Introducing save points to prevent players from using save "exploits" would be like if Bethesda removed alchemy from future Elder Scrolls games because it could be exploited in Morrowind.
But back to the actual subject of the thread. You can play multiple characters easily enough by saving on different slots, but you could easily overwrite the wrong save if you're not careful, especially since you can't name your saves, and I speak from personal experience here since I got this problem when I played Fallout 3 on the same computer as other people, I wish we could name our saves like in Morrowind, but I guess since the game is developed with consoles in mind, that's unlikely. Other than that, you can always save on a new slot to avoid overwriting your save games, but I don't like doing that myself as I don't want to have hundreds of save games piling up, especially since I usually save quite regularly in games, especially Bethesda games, in some games, it's because I'm not sure when I might die, in Bethesda's games, it's because I'm not sure when the game might crash.