Well, you can't really expect for your roommate to just say fukk the lease and leave you with the bill, but I should have had at least a couple of racks stacked before I moved out. Just make sure you have enough paper to live on if you were to lose your job for at least a couple of months; the actual dollar amount depends on how much you pay in rent, the lifestyle and city you live in, and how long it'd probably take for you to find a new job in whatever your field is.
More important than actual cash saved though may be having a second income or source of income.