I've not tried saving yeast from one batch to another, but after reading about it in beer threads for a while now, I've thought about trying it. In particular, I want to try taking a kit/grape based yeast and pitch it into a fruit wine, to see if it changes the flavor profiles any.
I would start by harvesting the yeast, just like you would with beer, maybe washing it (still trying to figure out the how and why here, not experianced with this at all), then I would create a starter with (additive free) juice (grape, orange, blueberry, strawberry, whatever kind of wine I'm making), to ensure that it is viable, then I would pitch it into my must. I would also have my usual dry yeast packets sitting in the fridge, just in case.