When I lose weight my breasts get very saggy, is there anything I can do to lessen the sagging and promote firmness?

Improve muscle mass. If not improved with exercises then i guess the other choice is breast implants.
Lose weight slowly. Focus on building lean muscle mass by working out and loose not more than 1-2 pounds per week.
No, not really. Gravity pulls on breasts and makes them sag. Some people have more of a "connective tissue" framework in their breasts, their skin, etc. (likely familial or genetic). Having had large fatty breasts or milk-engorged breasts can stretch out the connective tissue and leave a weaker framework, leading to sagging once breasts shrink. Exercising to keep pectoralis muscle bulk may help one's appearance.