My H2H league uses holds as well, so I try to carry 6 relievers. This started as 3 closers, 3 middle, but when I realized that most people just punted holds, I changed to 4 closers, 2 middle. Saves are more competitive, so that makes sense.
Of course, the trades last week mucked up my strategy, as one closer - Rauch - became middle relief.
I now have two solid closers - Broxton and Wilson - with one could-soon-lose-the-job closer (Simon) and one question mark closer (Hanrahan). Bard is my only tried-and-true middle reliever; Rauch has that job now, but who knows if he stays in it? If Capps falters, Rauch could be back to closing.
Adams comes off the DL soon - not sure who I drop when that happens. I don't want to go back to three middle relievers, but I also don't want to simply drop Rauch...