By default, OS X deposits your captured screenshots onto your desktop. If you take a lot of screenshots, this can clutter things up very quickly. By changing the location, you can keep your desktop clean and your screenshots organized.
1. Open Terminal.
2. Input and execute the following command:
defaults write com.apple.screencapture location /Users/username/Pictures/screenshots
Note: Substitute the path for the desired location for the one that I used above.
3. Input and execute the following command:
killall SystemUIServer
4. Close Terminal.