Let me rephrase ideas in Xah's post -
http://lists.gnu.org/archive/html/help-gnu-emacs/2012-04/msg00260.html.
The recommendations involve,
1. "Menu->File->Visit New File" should be changed to "File->New". This
will create an 'Untitled N' buffer. This will mark the buffer as
`potentially-file-visiting'. Specifically it will not ask for the
name of the file.
2. Introduce "File->Save as" will mark a `potentially-file-visiting'
buffer as a `real-file-visiting-buffer'.
3. `potentially-file-visiting-buffer' should be queried for save on
exit.