This is how you change the default save location of screenshots to anywhere you want in Mac OS X.
Choose a location, like the Downloads folder and create a folder called Screenshots (or whatever you'd like) where your screenshots will now be saved. In this example I created a folder called Screenshots in my Downloads folder. You will need the path to this folder in the next step so remember what it is. My path to the folder is ~/Downloads/Screenshots; you don't need the full path and the tilda (~) represents the symbolic link to my home folder - i.e. /Users/macbookpro/ or /Users/your_name/.
Open up your Terminal application found in /Applications/Utilities/Terminal.app and enter the following command.
$ defaults write com.apple.screencapture location ~/Downloads/ScreenshotsRemember to change the location to your new Screenshots folder you created in the above step, replacing ~/Downloads/Screenshots with your location.
$ killall SystemUIServerRun the above command in Terminal to restart the user interface server which, once done, will store all screenshots in your new path location.
With thanks to Nelson Aguilar of Gadget Hacks for this useful howto.
