Saved Locations are often called Bookmarks or BMs.

To save a BM of a location, right-click it in space or on the overview → Save Location. To save your ship's current location in space, hit Control + B then Enter.
To access saved BMs: right-click them in space or the Solar System Map (F9), right-click empty space & hover Locations, or use the Locations or Local Locations windows.
L is the default Locations shortcut. Local Locations, which shows only BMs in the current system, is unbound (Escape → Shortcuts → Window → Local Locations).

Bookmark Barn and Jet-Perches sell BM packs for all regions in EVE. I'm unaffiliated.
Click to show/hide some semantic fluff about my terminology.
Safe i.e. safespot best describes a BM intended to hide you or keep you as far from commonly-visited grids as possible.
BMs which are deliberately on or near a grid—so you can see/dscan what's happening there—are better described as bounces, perches, pings, tacs, etc.
Likewise, instadocks and insta-undocks are sufficiently different from either of the above that their terms shouldn't be muddled.

Instadock

These are vital for stations, especially trade hubs, frequent HS haunts and all LS, NS, Pochven and Thera stations. Also nice (but not vital) for structures.
If you don't use instadocks, about half the time you attempt to dock, your ship can be instantly destroyed before it can do so.
Click to show/hide an explanation of why.

Insta-undock

These are also vital for stations, since ships can be destroyed at any station in EVE while aligning for warp after undocking and warping off.

Perches

Also called bounces, pings, tacs, tacticals. They're for visually surveying grids, remotely d-scanning, and/or juking interdiction/smartbombers/lancers.

Safespots

Often shortened to safes, aka tranquil bivouacs, cozy wilderness campfires... None of these are 100% safe! You can be probed anywhere if uncloaked, except in the Abyss.

Specialized BMs

A miscellany of BM types. A smorgasbord, a grab-bag, a gallimaufry, even.

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