I've never done a "big save" in the way you describe... if it starts to feel too much like a Project, then it's more like work and not enough like a game for me ;)
I do have one rotational game in San Myshuno where I'm playing all the San Myshuno premades plus one family that I made in CAS. That's a pretty fun game though I haven't played it in a while. They are my favorite group of premades, with Windenburg a close second.
Otherwise, I currently am playing a legacy challenge, and have completed a couple of "short story" type saves that had a beginning, middle and end. Two were scenarios that I put a twist on, and posted storytelling: Eliza Pancakes Supervillain, and Aliens Stole My Alien Parents. (You can find both in the stories forum by searching)