SH4 doesn't have major Save issues. The old rule of not saving near enemy ships still aplies as a ship that has not spotted you will sometimes instantly spot you when you load. I doubt that they'll mess the saving back to the level of SH3.
What I'd like to see is an optional difficulty setting of "no-save". The game would continuously save the situation, similar to an MMO, so it would be impossible to load after you screw something up. And, in case you ALT-F4 or the game freezes, you wouldn't loose anything.

Each time you'd start the game, you'd choose "Continue" instead of Load.