Coming from Eclipse I now use Android Studio for development. In Eclipse it was always clear which files were not saved, but in Android studio I see no distinction between t
The link plastiv provided explains that files are auto saved. It does not (as far as I can see) answer your first question about distinguishing saved and unsaved file. To do that, you can go to Settings > [IDE Settings] > Editor > Editor Tabs and select the option "Mark modified tabs with asterisk".
UPDATE
In IDEA v14 and later, this setting is located on the Settings > Editor > General > Editor Tabs pane