Saved Locations are colloquially called Bookmarks.
Bookmarks are accessible in space by right-clicking empty space & hovering Locations or anywhere via the Locations and/or Local Locations windows.
Locations is bound to the L key by default; Local Locations is unbound (Escape → Shortcuts → Window → Local Locations).

Note: Jet-Perches and The Bookmark Barn sell tactical bookmarks for all KS regions in EVE at rates which are reasonable for established players. I'm not affiliated with either.
Guides for various types of bookmarks in descending order of importance:
  1. instant dock (instadocks are vital for trade hubs—Jita, Amarr, Dodixie, Hek—since you can be instantly destroyed when trying to dock without them):
  2. instant-undock (these are also vital for trade hubs, since ships can be destroyed while aligning for warp unless the warp destination is closely aligned to the undock vector):
    1. with a non-wardecced character, undock in a fast frigate
    2. enable the tactical overlay if it's not already
    3. orient the camera so you're looking at the back of your ship & you have a rear view of the forward-facing numbered through-line which is aligned with the undock
      • the Jita 4-4 CNAP (EVE's main trade hub) has many undocks which point in different directions, not all of which line up with a through-line
        • it therefore annoyingly requires several instant-undock bookmarks. it's the only station like this
    4. double-click the 200 at the end of that through-line to make your ship start moving parallel to the undock, then activate your MWD
    5. once you're at least 175 km away from the station (but preferably quite a bit further), save your undock bookmark
      • on-grid probes are often a much faster alternative. launch & scan then check if a probe is on the through-line (it often is). if it is, simply save it as your instant-undock BM
    6. usage: after undocking, warp first to the instant undock before warping elsewhere
  3. perch (aka ping, tactical, tac, bounce, observation):
  4. safespot:
  5. dscan (aka offgrid):
    1. hit Control + B while you're still in warp to something you want to create a dscan perch on
    2. save the BM when you're between 14.2 AU and ~50,000 km from the destination (closer minimizes warp-to time, farther avoids being one-shot combat probed)
    3. usage: warp to the dscan BM instead of the location of interest so you can DScan said location without your ship appearing there
  6. specialized bookmarks: is provided under a Creative Commons Attribution 4.0 license. EVE Index. If you found something here useful, Jambe N'det appreciates gifts (Fedos, Spiced Wine, ISK, etc). EVE Online and the EVE logo are registered trademarks of CCP hf. All rights reserved. Full copyright notice.