There is a few small difference between the steals and saves categories. Most leagues require you to start a RP or 2. Most RP's aren't going to suck down your other pitching stats, like so many steals guys do. I would never want to settle for last in a category, but I would not draft a Smoltz or Gagne in the first 2 rounds. I use Izzy and Baez 'cuz they're cheap. I'll finish mid-pack in saves, but I will again dominate W's, K's, ERA, and WHIP. I always do.
I also don't draft steals guys. I drafted Sheffield, but not for his steals. I grabbed Byrnes, but not for his steals. I'll take the steals I get from guys that can hit .300 and hit a HR, hopefully 30-40 of them. Again, I finish mid-pack in steals, but I dominate HR's, runs, RBI, and AVG. You would think by not having the speed guys, I would not be near the top in runs, yet I always am. My squads hit .300 year after year.
* Steroid induced record