The Windows default save location for Downloads is buried several levels deep in the AppData bit of drive C. I'm sure there was a wonderful reason for that, but I can't see it.
So I told Firefox that all Downloads go into I:\Downloads - I can find 'em in there, quickly and easily.
Filenames for downloads are set by the file creator. If the names are silly, you have a geek before you. There's no substitute for editing the filename while you remember (like, when you read it if you decide to keep it).