So I haven't started The Walking Dead, but I want to in the next month or so on PC. When I finish each episode, should I back up my save file or something? Or is that not the issue? Do people know what causes it to not import your choices properly?

Here's my experience along these lines:

I lost save progress between episodes 2 and 3 last summer. Most of the fixes (and there are a few) have been along the lines of the game storing a preferences file alongside your saves in two different places (Steam folder and My Documents folder). If those two files lose sync somehow the save can't be read. No combination of backing up/overwriting/changing timestamps on saves and prefs files did me any good.

I've also seen a few posts that suggest the game confuses itself by forgetting a folder name ("The Walking Dead" vs "the walking dead").

To further confuse matters there's a third folder containing saves and a prefs.prop file in (if memory serves) your Public Documents folder as well.

Finally, I had my Steam install on a D: drive instead of my usual C: drive. I'm not sure if this contributed at all to my files not jiving, but i'm sure it didn't help.

After Ep. 5 came out I tried to play through Ep. 1 again on the PC. Just kinda said "screw it, I'll start over." Upon completing Ep. 1, the beginning of the second Ep. just locked up and refused to proceed. Attempted fixes produced what the system thought was my save but the choices were all screwed up.

So: I installed Steam on my Mac and played it over there. Just finished Ep. 5 tonight. I left my game running in between episodes instead of exiting the program. I still had to restart the program twice because switching between episodes made the game forget my wired controller was hooked up. Also had a crash to desktop once at the beginning of Ep. 5. Each of these was a breath-holding moment as I restarted the game to see if my save still existed.

<TL;DR> The only platform where I've not heard of anyone having any trouble is iOS. Not sure if this is an option for you, BisonHero, but you might look into it. Despite all of this hassle I feel like the game was well worth the trouble. Really, really good stuff. They were very lucky indeed that the game was so good, as these sorts of problems would've killed general interest quickly.

If anyone from Telltale is reading this: What exactly is the point of an episodic game about decisions if the game's most common bug is to forget the decisions and force you to replay the episodes with zero confidence? At least have the courtesy to build us a savegame generator like Mass Effect offers so we can start an episode with our decisions intact.

I'm on Windows 7 and had no issues playing start to finish with the current build. They appear to have fixed it.