Most apps, (msoffice apps, adobe) seem to be able to remember the last 'N' locations they saved things (N being configurable). But not opera, that I can tell.
If I am downloading files into a directory, when I goto download the next file, it forgets where I downloaded the last file, and always puts me at the default download directory. Even though I tell it to always ask me -- it always resets the default to the directory where things would go if I don't have it ask me. Very un-useful to download 100 files, and have to find the location where I want them downloaded each time. No, I don't want to have to reconfigure Opera for each website, I want Opera to remember what local directory I was using -- At least the last time I saved a file.
Ideally, it would remember where I was saving files the last time I saved files from "websiteX") and prompt me by starting at that local directory.
Storage is cheap -- it could keep track of the last 100 websites and the local directory that corresponded to them, and show me that last local directory as the default when I go to save a download from the same website.