In the WWDC Keynote Address Steve showed how Leopard has Stacks, and how there is a new Download folder where items that you download from the internet will reside. Music to my ears, I to the same thing today without the assistance of having it setup by Apple, and without the fancy dock folder that Stacks / Downloads offer.

Running Tiger, I have my system setup with a similar function. This helps me to keep a [slightly] less cluttered desktop, and it allows me to have a single folder that I monitor for virus via ClamXav. (I don't feel the need to have ClamXav monitor everything - just things I download from the internet.)

I have a folder on my desktop named Web Downloads.

And I have also added this folder to the left bar in Finder for easy access:

At this point you may just want to wait for Leopard, but then again, in less time than it takes to read this article, you can setup a similar setup for yourself.