the only one i know that truly supports multiple save slots is the M3real touchpod firmware.
with it you can just make a backup of your active save to one of the 2 backup slots.
that means you CAN have 3 saves at the same time, however you need to overwrite your current save to restore a backup, so it's best to stick with 2.
otherwise it's still always possible to just put the ROM on your microSD twice.