I use DNG and manually Save Metadata at key points in the workflow:
1. Immediately after initial import (this saves out all my settings that were applied during import)
2. During multiple passes of Editing/Rating (saves pick flags, stars, labels etc.)
3. Develop - I save often while adjusting Develop settings
4. Prior to Editing in CS3 or exporting
Also, periodically I will select a whole folder or collection and save out the metadata to all of them at once, just in case I forgot before.
Even though Lightroom lets you work indefinitely without "saving", it turns out that saving the edits out to the files is just as important as ever. There's inherent risk in only having your edits contained in the LR database. (Not to mention the original reason for the post.)
I don't like to use the "Automatically Write Changes to XMP" because it does this after EVERY edit. Constantly saving not only slows down my workflow but makes me nervous about file corruption.
From Camera Raw, you can save your edits the same way, without converting/opening/saving the file in Photoshop or another format; the Done button accomplishes this.
If you make changes in Camera Raw/Bridge and want Lightroom to see those edits, select the folder in Library and use the Library > Synchronize Folder command.
This all works the same whether using DNG or native camera files with sidecars. (Just be sure to take good care of those sidecar files.)
