That's why you have the ability to save multiple games for the same person. Honestly people, it's not rocket science.
This. While I would say that giving each character it's own Autosave or Quicksave could be useful for some people, Actually managing your saves works for EVERYONE already.
Rage Edit:
Whenever I play a game like this I have one character of each type all being played at the same time. A thief, an assassin, a mage, a warrior, a merchant etc. I do a quest here and there and any faction quest lines associated with that type of character, then pick my favorite for the MQ or do it with them all. I have done this all with only using Autosave, Quicksave, and regular saves. I never overwrite a save slot and never waste a quicksave or autosave as Oblivion will ragequit on me if one of my background tasks demands my attention. Can you really not remember what character you used last? What about the fact that it shows you a picture and gives you plenty of info to help you remember.
Are those of us opposed to your idea really some kind of super intelligent gaming collossi? Sweet.