What is the best practice to saving your game in Dying Light?

Going through a door which loads a new area is what I use.

The most obvious door is the elevator in the tower to go up to the 19th floor. So when I want to quit the game I usually make my way back to the tower and then take the lift.

The save happens before loading the new area. So you will start on the ground floor of the tower.

Go into your Online settings. Change any of the settings there and change it back again. It triggers an autosave. This allows you to save your game ANYWHERE in the game. Even if you don't have internet, just switch from Single Player to Public and back to Single Player. You will see the auto save symbol pop up in the bottom right corner of the screen. You're welcome :)