Do you still get experience for wounding an opponent who makes a successful armour save?
According to yaktribe's FAQ, which cites the 2000 living rule-book (LRB), the answer is no:


  Q: Do I get experience awards for shots that I take that hit a target and then are saved by the targets armour since I did wound him?
  
  A: [LRB] Per the Armour Rules on page 18 of the LRB 'If the dice roll is sufficiently high then the wounding shot has struck the armour and not hurt the wearer at all.' This means you do not get the experience award. This also holds true for all game mechanics that prevent a wound from being inflicted, like say event deck cards, wyrd powers, skills, etc.