Another quick trick from Practical Betterments: Create a default folder for screenshots

1. Press Shift + Command + 5 to open the screen capture interface.
2. Click the Options dropdown.
3. Under Save to select Other location…. This will open up Finder.
4. Navigate to the location you want to save the screenshots to — e.g. Documents.
5. Click New Folder and name the folder Screenshots or whatever you want.
6. Click Choose. That's it!