[bentheklutz]

The save location for cmd+shift+{3,4} can be configured through the command line.

    defaults write com.apple.screencapture location <path>

There is apparently a settings menu inside the Screenshot app now that allows this as well, though I found the above solution before the settings in that app came about.

[tgv]

For those wondering: cmd-shift-5 is the shortcut the very configurable Screenshot app, which allows you to do things like save to folder, clipboard, or straight to mail and more.

[pxc]

I remember Mac fans making a big deal when that app came out, decades after KDE got the feature. The disproportionate celebration and the impressively un-mnemonic, un-discoverable shortcut both stood out to me at the time.