Mostly curious. If I know I'll need a feat later, but I don't need it now, can I save a feat "slot" to spend later? Or must I select a feat, only to retrain later?
You can not save feats (or skill points). You must choose immediately.
Pretty sure officially you have to choose when you level up.
When adding new levels of an existing class or adding levels of a new class (see Multiclassing, below), make sure to take the following steps in order. First, select your new class level. You must be able to qualify for this level before any of the following adjustments are made. Second, apply any ability score increases due to gaining a level. Third, integrate all of the level's class abilities and then roll for additional hit points. Finally, add new skills and feats.
Must choose, but you can always retrain them afterwards. Including to feats you qualify for at the time of retraining, but did not qualify for at the time when the character acquired the feat slot.