To detect document save event( OnBeforeSave() or OnAfterSave() ) you can implement IVsRunningDocTableEvents3 interface. You can do that by implementing this interface into a helper class and exposing a public event event OnBeforeSaveHandler BeforeSave and a public delegate delegate void OnBeforeSaveHandler(object sender, Document document). 
To catch this event just  : runningDocTableEvents.BeforeSave += OnBeforeSave and then you can write your code in the OnBeforeSave method.
I have used this implementation to format the code style of the documents when any kind of save command (CTRL + S, Save All, Compile, Build and so on) from VS was triggered.
My implementation of the IVsRunningDocTableEvents3 interface look like this:  
public class RunningDocTableEvents : IVsRunningDocTableEvents3
{
  #region Members
  private RunningDocumentTable mRunningDocumentTable;
  private DTE mDte;
  public delegate void OnBeforeSaveHandler(object sender, Document document);
  public event OnBeforeSaveHandler BeforeSave;
  #endregion
  #region Constructor
  public RunningDocTableEvents(Package aPackage)
  {
    mDte = (DTE)Package.GetGlobalService(typeof(DTE));
    mRunningDocumentTable = new RunningDocumentTable(aPackage);
    mRunningDocumentTable.Advise(this);
  }
  #endregion
  #region IVsRunningDocTableEvents3 implementation
  public int OnAfterAttributeChange(uint docCookie, uint grfAttribs)
  {
    return VSConstants.S_OK;
  }
  public int OnAfterAttributeChangeEx(uint docCookie, uint grfAttribs, IVsHierarchy pHierOld, uint itemidOld, string pszMkDocumentOld, IVsHierarchy pHierNew, uint itemidNew, string pszMkDocumentNew)
  {
    return VSConstants.S_OK;
  }
  public int OnAfterDocumentWindowHide(uint docCookie, IVsWindowFrame pFrame)
  {
    return VSConstants.S_OK;
  }
  public int OnAfterFirstDocumentLock(uint docCookie, uint dwRDTLockType, uint dwReadLocksRemaining, uint dwEditLocksRemaining)
  {
    return VSConstants.S_OK;
  }
  public int OnAfterSave(uint docCookie)
  {
    return VSConstants.S_OK;
  }
  public int OnBeforeDocumentWindowShow(uint docCookie, int fFirstShow, IVsWindowFrame pFrame)
  {
    return VSConstants.S_OK;
  }
  public int OnBeforeLastDocumentUnlock(uint docCookie, uint dwRDTLockType, uint dwReadLocksRemaining, uint dwEditLocksRemaining)
  {
    return VSConstants.S_OK;
  }
  public int OnBeforeSave(uint docCookie)
  {
    if (null == BeforeSave)
      return VSConstants.S_OK;
    var document = FindDocumentByCookie(docCookie);
    if (null == document)
      return VSConstants.S_OK;
    BeforeSave(this, FindDocumentByCookie(docCookie));
    return VSConstants.S_OK;
  }
  #endregion
  #region Private Methods
  private Document FindDocumentByCookie(uint docCookie)
  {
    var documentInfo = mRunningDocumentTable.GetDocumentInfo(docCookie);
    return mDte.Documents.Cast<Document>().FirstOrDefault(doc => doc.FullName == documentInfo.Moniker);
  }
  #endregion
}