I play in seveal holds leagues (and I like them in fantasy, but not real life) and there are plenty of options.
That being said, instead of the usual 8th inning set up Mike Adams types, a lot of times I go for LOOGY's/7th inning guys.
Someone like Sean Doolittle, Luke Gregorson, and Glen Perkins are all great guys to grab in the last two or three rounds.
By nature, there are more Holds available than saves, as multiple relievers can get a Hold in a single game, even both teams can accrue holds, but there is only one person from one team who can get a save.
The beauty of Holds is that it makes about 50 more relievers relevant. And when the inevitable closer injury/ineffectiveness/manager panic move happens, your Holds guy could easily be promoted to closer.