I save all tuning setups for my cars. This can be done inside the upgrade shop, or the tuning setup. Press start while in the upgrade shop, or the tuning setup, then go to save setup.
If all your tuning setups are saved, you can then go to "load tuning setup" in the race lobby. From there you can pick the car you want, and there is where you can pick your saved tuning setups for that car. You can also go to the magnifying glass, and search for tuning setups based on class, car, or drive type.
Hope this helps.