Saw that this was requested back in 2009 but would like to try again.
Having a Drafts section for posts/replies would help in two ways:
1 - In writing longer posts, where you can't finish before you have to go do something, you could save it as a draft and return to it later; extra research, emergencies, long detailed posts, etc. Currently, I do this by Copying the text and Pasting it into a .txt document on the desktop but it is a little cumbersome this way and if I want to continue I must be on THAT computer.
2 - We have all been there... you just got finished typing up this great reply, spell checked it (hopefully!), looking at it in 'Preview' and forget that it isn't Posted yet. Off to another page and everything is lost
Or for some other reason, something you just spent half-an-hour typing is no longer there. That sinking feeling you get is directly proportional to the length of the post * how good you think it was. An autosave to drafts every 5 min or so (user option) or anytime a message is Previewed would be a great help.
In both cases, when the message is posted, the draft is automatically deleted.