Zotero for Firefox imports into the currently selected folder (except for a few possible corner cases where that doesn't work right).

Zotero Standalone does the same, though it's a little more awkward because you're saving from within a separate program. We might provide a way in the future to choose the destination folder when you save from one of the browser plugins (or when you save directly to the Zotero server, if Standalone isn't open).

The option to change PDF/Snapshot settings when Standalone is closed or using the server would also be nice.