Now, when you want to save a link or download a file, the current directory ("cwd" variable) is suggested
as the place to save the file in.
I would find interesting to select one between different output folders, or select the output folder
according to the downloaded file's extension.

Philip Jackson made a patch to do this: http://www.mail-archive.com/conkeror@mozdev.org/msg01357.html
I attach a version which applies cleanly to the current git tree.

This change is non-obtrusive; it starts to work when you set the new variable. Not much tested.