In my 20 man dynasty league, after 3 years of dealing with my saves problem (seriously, my closers have ranged from Jason Isringhausen, Mike Gonzalez, Jensen Lewis, Matt Lindstrom, and the inmortal Kevin Gregg), I was decided to punt them this year.
However, I ended up drafting Fernando Rodney, and here's the reason: in a league that has holds as a cat, there's no way you can get saves from the WW. None. The guy who's going to replace a closer going down is already on someone else's roster as a holder. Meanwhile, even in a league as big a mine, you can get holds from the wire with relative ease, because, let's face it, they're pretty much a crapshoot at the beginning of the year.
So, here's what I'm going to do: I'll try to survive with Rodney and Gregg as my closers. If they falter, well, there goes the cat. If they don't, I can sell them at some point for something valuable, or continue riding them. However, a holder, unless an elite one, usually won't turn any value, because you can actually get holds from the wire. He would have to turn into a closer to get you something in return, which defeats the purpose of drafting him as a holder in the first place.