The vast majority of modern games put their save games in your Documents folder. (Well sub folders thereof anyway.)
There's also a hidden folder there in which one of the sub folders occasionally contains some save games. You'll have to have a look yourself but in most cases you should be able to preserve your game progress just fine. We just did the same with KotoR and DA:O. It even preserved the plug-ins, mods, etc that way.
I'm not behind a gaming machine right now so I can't point out the exact folders - it's pretty straight forward though...