Dropdowns and toggles should probably auto-save on change, that seems to be fairly normal now if you look around at other apps. For tags and categories, this would mean that clicking to add/remove an item would trigger a save…
Really the only preference pages with text inputs are profile and account… and account only has 1 text input for the name field. We could possibly move that to the profile page instead? Then maybe the inputs get an inline 
like the site settings do, and we can warn someone that’s trying to leave the page without taking action…