Saving screenshots in OS X is fun and easy. A quick Command-Shift-3 will take screen grab of the entire screen or a quick Command-Shift-4 will bring some some cross-hairs for a specific selection to grab. The only problem is that by default OS X saves the screenshots to the Desktop. If you take a lot of screenshots, that can get pretty messy pretty quick.
Fortunately, there is a command that can be run to change the default save location for screenshots.
Open Terminal and run the following commands:
defaults write com.apple.screencapture location ~/Pictures