You can stop and restart play anywhere via a single quick save slot. Of course, the game has standard saves through save points as well. 
 
Also sure to come in handy is the game's warp feature. Once you've taken possession of the world map, you can press R3 to call out the map and select a previously visited location for instant transport.

Duuuuuude. That's pretty nice of them and I agree, all JRPGs should have this stuff.

PERSONA 4 HAD IT.