Saves (a somewhat useless stat IMO) get spread out all over the place on my teams and my bullpens are pretty adequate. One guy is severely underperforming on one team, but the others (with lesser ratings are picking him up). Ultimately I like to have my better relievers available in high-leverage situations, whether it's in the 6th or the 9th, so I systematically rotate them between Setup A and Setup B without a closer most of the time.
Most of the "blown saves" in my stats are really blown holds because simmy isn't usually going to finish the game with whoever is pitching in the 7th in a crucial spot.