How to save unused data (materials, images, meshes... etc) It is my understanding that when materials for eg, are not attached to an object and you save the blend file - the materials are gone when you re-open the file?

How can you keep your materials - even when they are not attached to an object ?
Click the F icon:



This adds a fake user which acts like an object using the material, preventing it from being deleted.

See the reference manual page on the topic.