Most people I know run IntelliJ in a mode where each file is aautomatically saved the moment the current file looses focus - that coupled with the rather good local history and IntelliJ users (mostly) never have to worry about saving at all. For similar IDE's having to save the file before running it shouldn't be a problem.
For something like TextMate you should be fine working from an in-memory buffer - in 99% certain TextMate's plugins can access the entire file.
