We write on paper, but we write to a magnetic disk (or tape). Part of what the preposition contributes here is a sense of interiority; because we cannot see anything on its surface, the disk is linguistically refigured as a volumetric receptacle, a black box with a closed lid. —Matthew G. Kirshcenbaum —Write To (MGK)

Thus Spake Google (completely unscientifically):

• “save on disk”: 3440
• “save to disk”: 76,400
• “write on disk”: 366
• “write to disk”: 14,500

Variations?

• “write to” disk: 537,000
• “write on” disk: 49,100 (the top hits seem geekier than those for “write to”)
• “save to” disk212,000
• “save on” disk: 132,000

Just poking around a bit…

• “write on” paper: 273,000
• “write to” paper: 1,300,000

As Steven Johnson recently pointed out, Google’s results will skew in favor of the geeky.