I just got this from Jan, the author of CSSEdit.
To get CSSEdit 2.5.2 to autosave all files when focus is lost, just close CSSEdit and type the following in terminal:
defaults write com.macrabbit.CSSEdit SaveDocumentsOnDeactivate YES
This is critical when using CSSEdit alongside TextMate. I still very much enjoy TextMate’s Cmd-Shift-T for navigating CSS and other files, and in general, once you’ve gotten used to this way of working, it’s so easy to forget to save your changes.
The other piece of the puzzle, automatically picking up new changes on disk when CSSEdit receives focus, is still missing.