As of Emacs 22.1 (at least), 'save-buffers-kill-emacs
(the default binding for C-x C-c) prompts you for each unsaved buffer that has a file. Type a d when prompted to save and see the diff.
From the help documentation:
Save some modified file-visiting buffers. Asks user about each one.
You can answer `y' to save, `n' not to save, `C-r' to look at the
buffer in question with `view-buffer' before deciding or `d' to
view the differences using `diff-buffer-with-file'.
If you look at the prompt, it should say something like:
Save file /path/to/file.txt? (y, n, !, ., q, C-r, d, or C-h)
Typing C-h gives you a little more verbose description (but d is what you are asking for):
Type SPC or `y' to save the current buffer;
DEL or `n' to skip the current buffer;
RET or `q' to give up on the save (skip all remaining buffers);
C-g to quit (cancel the whole command);
! to save all remaining buffers;
C-r to view this buffer;
d to view changes in this buffer;
or . (period) to save the current buffer and exit.