How can I save all modified files in Preview in one go?

You can force Preview to prompt for save on quit with the following Terminal command:

defaults write com.apple.Preview ApplePersistenceIgnoreState -bool true

Quit and re-open Preview once and you will be prompted in future closes


Appearance Control Panel in System Preferences

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I believe you may find what you are hoping to accomplish by checking here, which describes how to disable the autosave function, which is not what you are looking for... but in the top most screenshot is the Appearance Control Panel (/Applications/System Preferences.app/Appearance Control Panel) there is a checkbox to utilize the builtin autosave features of Lion, Mountain Lion, and Mavericks. Find that control panel and uncheck "Ask to keep changes when closing documents" and see if that does what you want.