They should implement shit like this on consoles.
I agree. I like how Kingdoms of Amalur saves. You go in the menu and make a save like you normally would, but you don't have to sit and wait for it to save. You can exit the menu and continue adventuring while it saves. Not sure why Skyrim doesn't do this. It does while autosaving, so why not manually?
On that note, I haven't played this since before patch 1.4. I just started up again a few days ago when 1.5 was released, and (maybe it's just because I haven't played in so long) the game seems to take way longer to load when moving to and from buildings (and caves, mines, etc). Also, it seems to take an excessively long time to enter the save menu, and save. I really don't recall it taking this long to save the game, as I used to save before entering any dungeon, and after exiting.