I'm a bit of a religious zealot on this. If it takes more than 200 milliseconds for me to get through the UI to save, it's a failure.
With an emulator, i hit one F-key, cmd-quit the game, and i'm done. The whole beauty of emulators for this sort of thing is that it takes the choice of save UI out of the hands of the game developer, who, 40 years of game development history tells us, will inevitably screw it up.
This is actually part of the reason that iPad games are so great in this manner. On iOS, its basically a requirement of the app store that apps perform gracefully WHENEVER they go into the background, period, because the OS might kill them to recover memory. So on iPad apps, the whole idea of an explicit suspend/save state just evaporates. "Turn off the device" or "switch apps without worrying about it" is your save state, which is as it should be.