Use a general ~Downloads-folder for all applications.

[Jo-Erlend Schinstad]

Having a ~Downloads directory with a link to each applications
download folder doesn't sound like a bad idea to me, though if it's
possible, I'd like to have all downloaded files in the same folder.

There is also another thing to consider. While files are being
downloaded, indexing services can begin to work overtime, since the
files are changed continually.
Indexing is a problem; on one hand, you'd like to have your downloaded
files indexed and available through Deskbar search, etc. On the other,
you don't want to index files as they're being downloaded. With aMule,
this is easily handled, as you can choose to exclude the temporary
folder from trackerd, but other tools doesn't separate in this way.

Best regards,

Jo-Erlend Schinstad