You can't save directions (as far as I know), but the Maps app will store a set of directions and accompanying maps in its cache and you can access them all after you have left the wifi hot spot. As you scroll through the directions the different maps of the route appear even if you are offline. You can even exit the maps app - the directions and maps will still be there when you open it again. But of course this only works if you get the directions and then do nothing else with the Maps app.