I did the same thing last year and it worked wonders.
Go heavy for Dempster ... do what you can to pick him up, as he'll be the SP/RP that will be worth some saves. Maybe Escobar LAA, but Dempster's the guy. Not as many good options this year as last -- last year with Turnbow and Batista and whats-his-face on the White Sox ..... they're all RP-only this year.
Dempster is the obvious choice.
These are few others I might think of
K.Wood: I'm not sure what the Cubs are planning to do with him, but as of now, he isn't in the rotation so he might make few relief appearances.
H.Carrasco: If the Angels sign Weaver, he probably will be used as a relief guy, so he would be a good option.
J.Papelbon: With the amount of starters the Red Sox have, he probably would be used as a reliever, unless they trade Wells/Clement or one of the SP gets injured. He looked pretty good as a reliever last year, and I believe he would be an solid option.
Mat Latos - Sponsored by the Fantasy Baseball Cafe!