<apex:commandbutton value="Do Stuff" onclick="ProceedJS();" immediate="true" action="{!DoPageRedirect}" />

<apex:actionFunction name="ProceedJS" reRender="pageState" oncomplete="return confirmProceed();" />
<apex:outputText value="{!dataSaved}" id="pageState" />

function confirmProceed()
        {
            var dataSaved = document.getElementById('myPage:myForm:myBlock:pageState').innerHTML ;
            alert('Action function complete....Data saved var: ' + dataSaved);
            if(dataSaved == 'false') {

                if(confirm('Are you sure you wish to continue - any unsaved changes will be lost.')) {

                }
                else { return false; }
            }
        }

<apex:commandbutton value="Do Stuff" onclick="return confirmProceed();" immediate="true" action="{!DoPageRedirect}"/>