Setting up save files for Sly 3
In general we use PS3 users for different episodes: Each user has 3 save slots, so we can store 2 episodes to each user (one save slot is the file we do runs). For a run you load your store file and then save it over you run file. Then you load the run file and you are ready to run. I use one account for full game runs, one for EP1+2, one for EP3+4 and one for EP5+6.
EP1: Just save in Episode 1 safe house, get there either by playing normally or via cheat codes. Save game to storage file slot.
EP2: You need Venice Disguse from EP1, so you need to play through EP1 to Guard Duty. Then warp to EP2 safe house via cheat codes (or finish EP1 normally). Save game to storage file slot.
EP3: Same thing, you need Venice Disguise so you have to finish Guard Duty. You also need Paraglider and Hoverpack, so gather 600 coins in EP1/EP2 hub world and buy those gadgets. Warp to EP3 via cheats (or play normally). Save game to storage slot.
EP4: Same thing as in EP3, but you also need 400 additional coins for Grapple-Cam. Warp to EP4, play through King of Fire (EP4 Prelude) and save game once you get to EP4 safe house.
EP5: In addition to gadgets listed above you need Photographer Disguise and Silent Oblitiration (400 coins). You need to complete Get a Job to get the disguise. Warp to EP5 safe house and save the game to you storage file slot.
EP6: In EP6 you can have every gadget of the game. If you play with Continue Episode clitch you can use a completed game file. If you dont want to do CE clitch, just get all the gadgets you need and then warp to EP6 via a cheat code. Save the file to your storage file slot after the cutscene has ended.