How to save generated objects?

Information can be saved to PlayerPrefs, a text file or even an image. I think what you want is to execute code for building the skeleton of your scene, then saving that scene so it can be expanded on. Are you familiar with ContextMenu ? This way you can execute code without running the scene, then save the scene with all the modified data.

http://docs.unity3d.com/Documentation/ScriptReference/ContextMenu.html

For example, I wrote a script to find all my waypoints and re-parent them to another object. Just yesterday I had a terrain with no tree colliders, so I wrote a ContextMenu function to find all the trees, and place colliders for me! Run once, scene saved, trees now have colliders.

Here is an example script. Create a new scene, attach this script to an empty gameObject :

 #pragma strict
 
 #if UNITY_EDITOR
 @ContextMenu( "Run From Context Menu" )
 function RunFromContextMenu() 
 {
     Debug.Log("Running from ContextMenu");
     CreateCube();
 }
 #endif
 
 public var cubePosition : Vector3 = Vector3.zero;
 
 function CreateCube() 
 {
     var go : GameObject = GameObject.CreatePrimitive( PrimitiveType.Cube );
     go.transform.position = cubePosition;
 }

Now look in the Inspector, right-click on the script where it says Scriptname (Script) : http://docs.unity3d.com/Documentation/Images/manual/Inspector-3.jpg

In the drop-down menu there should be Run From Context Menu , click on that. Now change the Vector cubePosition and use the context menu again !

Some things may take a while to compute, and yield does not work in edit mode, those are some main considerations. But again with the tree example, 6000 trees took 3 mins and it looked like unity froze, but it is thinking (executing all the code within a single loop), just leave it and wait for all the code to take effect. I mention this because you could be instantiating a large amount of objects, so just be patient =]