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Sometimes I rate an app on the phone and promptly unninstall it.
I think rate and review is very important procedure to improve the way people find apps and I want to guarantee mine was saved.
When exactly does phone save the review to Marketplace? If I rate/review and uninstall will it be there?
As far as I can tell the rating is saved immediately. Your scenario is not uncommon, and for the phone to wait to send the review would be ridiculous.
The reason you do not see it on the phone immediately is because the marketplace data is cached for performance. Once the cache refreshes you should see the review show up.
In short, you can rate the app and uninstall it afterwards and know the rating is there. You may not see it right away, but it is.