I'd prefer them to be saved separately -- I don't want to save three outfits to save different features for each, and I'm not sure that would even be possible. But I was coming here to ask for saving Vanity styles as well.
Soon there won't be saving of outfits anymore. Instead, each customization you make will be automatically saved (except for ones you keep for less than 10 minutes) and will be available to skip back to at any point, including while playing the game (with very little delay). You'll also be able to permanently remove any saved customizations that you're sure you won't use again.
Please consider allowing us to trigger the save points, otherwise the history will become too unwieldy. (Don't forget that it can take a few minutes for changes to even show up in game.)