I tend to save every time I come up to a save point, in games that only use save points.
In games I usually only save it every hour or so. Which has screwed me plenty of times. Sometimes I never actually save a regular file at all and have played on Auto-Saves only.
In games like Skyrim and Fallout 3, I save before every locked door, chest or terminal. Especially if I am low on lockpicks. I ALWAYS save a terminals, mainly because I am bad at puzzles and the word game they use really screws me over a lot of the time.