I dunno if this is public knowledge already, but GameSaveManager is getting a lot of good press over the weekend. Old game support is a bit spotty (No Descent!?!) maybe the likes of us can lobby for them...
DownloadSquad (where I found it)
LifeHacker (where I should have found it... I love LH even more than GOG I tell you)
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Whoa...wait, so this software can auto-detect (most) saves? This is truly a godsend for people like me whose saves are scattered around the HDD..

To be fair, I suspect it operates in a manner similar to XFire. If you don't have the game installed in the default directory, you are still going to go through hell to find everything (assuming it doesn't use My Documents or AppData, at which point it isn't hard to find in the first place :p).

Figures - every time I think about creating an app, turns out someone else had the same idea and actually created it.
I have a code base (with basic framework, forms, and functionality working) and design documents for a program that is almost the same as this one (slightly different options for backup)... *sigh* either my tinfoil hat is not keeping the mind rays out, or I just need to ditch any attempts at development.

YAY!

I think you should keep working on it! Yours is likely to be more flexible, and almost guaranteed to be nicer looking!

I currently use another system, slightly more hackish but also very flexible. And the main point is it's able to synchronise my savegames between different computers, painlessly.
I use Dropbox (a free 2Gb online storage), and symbolic links. It has restrictions (like you need your system and savegames installed on an NTFS drive). Basically, I track down the savegames manually, move them to the dropbox folder, then create a symlink (using the very handy Link Shell Extension) so that the savegame file in the dropbox also appears in the actual place where the game will search for it. Dropbox will then handle the online backup and synchronisation. You even get a kind of version history on your savegames, in case you mess something up inside the game.
And after a backup, or to synchronise your savegames with another PC, simply install dropbox, and create another symlink from the dropbox to the place where the game will expect the savegame to be. Dropbox will handle the synchronisation between computers (provided both computers are connected to the internet at regular intervals, of course)
As I said, it's a bit hackish. But I only have to do it once per game.
Carlosjuero, I was also thinking about an app that would do this tedious work for me. Maybe also work as a clean game organizer (like what the Win7 game folder should have been). My programming skills are not extraordinary, but I might be able to help you out if you decide to start such a project (depending on the programming language you decide to use, of course).

Unless you have a lot of Steam games this isn't particularly useful for Vista+ users since you can easily back up any and all non-Steam saves--even for legacy games--by simply backing up either your entire Users folder or just the Saved Games, Documents and AppData subfolders. If you happen to unintentionally delete a save you can even recover it from a restore point or system backup.
You should be doing full backups of your crucial user data anyway, not just of saves.