NoodleSoft's Hazel (US$16, free trial) is great little application that I read about on TUAW that sounded right up my alley. From their product page:

Hazel works on whatever folders you tell it to, automatically organizing your files according to the rules you create. It features a rule interface similar to that of Apple Mail so you should feel right at home. Have Hazel move files around based on name, date, what site/email address it came from (Safari and Mail only) and much more. Keep your downloads off the desktop and put them where they need to be.

As you can imagine, I download a heck of a lot of things daily and since Flock/Firefox can't seem to remember my downloads location preference I end up with a cluttered desktop that I have to clean daily before it gets out of control. Like David Chartier, I created a simple rule that combs my desktop and puts in their correct locations. This application is gold I tell you, gold.