I'll echo what others have said about league considerations. In any competitive league, anyone who might get a save ever is on a roster.
Consider also player value. Closers contribute to your ratios and K totals as well. Not much you say? Papelbon's .095 WHIP in 69 innings last year was as valuable as Lowe's 1.13 in 211 innings. So says http://www.baseballmonster.com
. Elite closers tend to be drafted about where they should, given their true value, measuring all contributions across the board. After the mid-round closer rush in round 10 or so, closers start falling off the board far sooner than they should given their projected value. Invariably many pitchers are taken who would never otherwise be rosterable, only because they might close someday. It's a volatile position, so investing an early pick is always risky. But if you manage to find one who pans out, it's well worth what you spent. This year's top class (Paps, Mo, KRod, Lidge, Nathan, Soria) looks fairly stable. I expect I'll end up with one of these guys on my team in about every league.