Add a "Save on Focus Lost" option to the "Save Actions" plugin, which will automatically save any modified files (which have previously been saved) when Geany loses focus.
I find this feature very useful in TextMate, as it avoids having to manually save the file every time I switch to a different application for testing.
http://manual.macromates.com/en/saving_files.html#save_automatically_when_focus_is_lost
https://github.com/bomberstudios/Autosave.tmbundle