For starters, I can't understand why Bethesda didn't make different subfolders for each characters' save files by default. I don't just play one character only, and if I let the game do it's own thing, it would constantly overwrite the other character's save file/s. I completely lost the first character I rolled, because I decided about five hours in to roll a new one, with the intention of going between the two often...

So I have come to regularly manage my save files manually. If I change characters, I archive my recently-played character into a different folder, and copy the character-I-am-about-to-play's files into the save folder.

Kinda clunky and should be unnecessary in my opinion :-\

I don't do the folders but I will use the console to save a character that I might come back to so that I can name it something recognizable.

open the console and just type

save 'your filename'

This way you can see it in the load list. Just cant use spaces.

For example..

Save OrcNecromancer will be seen in the load list as OrcNecromancer rather than the location that character is located in the game map.

I play 3 characters so far and I just save two different files for each just in case I save over one of them on accident. Would be nice if mods can implement some sort of character slot feature.

I'll probably start doing one or both of the above when I do a 2nd character. Right now I'm REALLY busy with my first character.

I really wish they had put back in the option to name the saves. Sure, give us a name as a suggestion, but let us overwrite it.

As it stands now, if you want to play the game right, which means lots of save slots for each character, and you want to have more than one character, then you are best to move saves around in Windows Explorer like the OP described. Otherwise, it is too easy to overwrite the wrong slot on the wrong character.

What I don't like about the console to name saves is it can interfer with Achievements, if those are important to you.

You can use quotes to add spaces to a console command:
save "The Save"
This will make a savegame titled The Save

Edit: As far as achievements go, using "player.additem f 99999" will actually give you the rich guy achievement, so I don't know where this myth comes from.