What do I save to ensure successful downgrade to iOS 4.1 on iPhone 3G?
You need to save the SHSH blobs for your phone.

This can be done by:


Allowing Cydia to save them for you automatically.
Using TinyUmbrella to back up the blobs to your computer.
Install iSHSHit from Cydia, which can access your SHSH blobs, save them on your phone, and send them as email attachments.


Currently Apple is blocking access from Cydia to the servers that give the SHSH blobs out, so options #2 and #3 are left.

Finally, Apple is no longer signing for 4.1, so unless you already backed up SHSH blobs somehow, you will not be able to downgrade.