Many programs have an autosave function that will automatically save your file after a set amount of time. This can save you in a pinch, but should not replace actively saving often.
Checking for the file format is especially important when transferring files to someone who may not have the same version of the program that you do.
Use folders to sort by file type, project, date, or any other criteria you want. Most modern versions of Windows use Libraries, which allow you to keep files of the same general type in one area. These libraries are not actually locations but are instead collections of files from across multiple locations.
Many programs have shortcuts for the “Save as” function as well. These shortcuts will vary from program to program. For example, F12 will open the “Save as” dialog in Word, while ⇧ Shift+Ctrl+S will open it in Photoshop.
See this guide for more details on backing up files.
