It depends on what you want to do with the data you save. If the client application has to remember the data, localStorage is ok, it is implemented in most modern browsers including those on iOS and android.
But the user can clear this local memory like he can erase cookies and cache memory, so the real question is :
How are you going to reuse the data you save ?
How to use localStorage on w3cschool http://www.w3schools.com/html5/html5_webstorage.asp
EDIT
Considering your response, what you want is to save to a file on the user computer. This is not possible using simple javascript (you need browser plugins) for security reasons (read this topic Read/write to file using jQuery ). This plugin is interesting http://jquery.tiddlywiki.org/twFile.html
But, since the files you want to save are simple data and not heavy at all, you might wanna save the files to the server (or even entries in database) so you won't bother the user with install stuff (that might lead them to flee). He would access his file no matter the computer (or mobile device) he uses. The downside is that the user has to log into your application to access his files.