I rarely do a layout in one sitting, so I definitely save several times during the creation of a page.
Last night, I was working on something and had been working uninterrupted for a while (that hardly ever happens). The layout was almost finished, and I hit Cmd S, thinking I had already saved at least once. But, it prompted me for a file name, and I was shocked.
I've lost layouts from not saving a couple of times, but not very often because I do save as I go. Also, I love Photoshop's Auto-Save feature that rescues your file in case Photoshop freezes up or crashes. That's been a blessing a few times too.