In the answer to this previous question, user Szabolcs says
On OS X (I'm using 10.9 and Mathematica 9) the file chooser dialogue will remember the last location you used.
So if you Save/Open something to/from /Users/brian/mma, then next time you bring up the file chooser it will show the same directory. This should be convenient.
I agree, that does sound convenient.
However, I am also using OS 10.9 and Mathematica 9, and this is not the behavior I observe at all. Every time I choose "Save as..." I am back in my user directory (
~/), regardless of where I last saved a document.
Edit: So is the behavior described in that answer I've quoted really what others observe? If so, what's going wrong on my system that I don't see it?