It's not possible to save query plans "for all future sessions". Query plans are only ever saved for the current session. And only reused under a number of favorable conditions.
Plans for ad-hoc SQL queries are not saved at all. All queries inside PL/pgSQL functions are treated like prepared statements. And there are more steps than just the query planning.
It's important to note that there have been substantial changes since Postgres 9.1, where generic plans were more generally saved and reused for statements inside PL/pgSQL. This has become a lot smarter with pg 9.2.
The manual (bold emphasis mine):
Prepared statements only last for the duration of the current database session.
That's not saying anything about query plans, yet:
PREPARE statement is executed, the specified statement is
parsed, analyzed, and rewritten. When an
EXECUTE command is
subsequently issued, the prepared statement is planned and executed.
And further down:
If a prepared statement is executed enough times, the server may
eventually decide to save and re-use a generic plan rather than
re-planning each time. This will occur immediately if the prepared
statement has no parameters; otherwise it occurs only if the generic
plan appears to be not much more expensive than a plan that depends on
specific parameter values. Typically, a generic plan will be selected
only if the query's performance is estimated to be fairly insensitive
to the specific parameter values supplied.
How to tell whether a generic plan is used?
To examine the query plan PostgreSQL is using for a prepared
EXPLAIN. If a generic plan is in use, it will contain
$n, while a custom plan will have the current actual
parameter values substituted into it.
A saved plan is always a generic plan, but not vice versa.
Where are prepared statements saved?
You can see all prepared statements available in the session by
pg_prepared_statements system view.
Query plans for SQL statements in PL/pgSQL
Those are not normally visible in
EXPLAIN output. You can install the additional module auto-explain to write those plans to the log, too. Details here:
For details about Plan Caching in PL/pgSQL functions, best read the manual directly.