Save everything. Don't make the user click save. Even better if you can allow a rollback to any point in time. Better still if you can roll back to significant changes, with significant determined in terms of the domain context.

kb

Same button that closes the window. Seems to work for Mac OS X.

Then, you can't save a file and continue working on it in OS X?

There's menu and keyboard shortcut for that, but I don't recall ever seeing save toolbar item on Mac, except in products ported from Windows/Linux.