If you really mean downloading, where you use Safari, then in Safari/Preferences/General you can change the Download place to anywhere you want, but remembering, when you download anything, it will all go to that folder.
If by downloading, you mean Importing, from camera/USB/SD card/iPhone, when you first use one of those listed, you can can Stop using that App to Import the images.
For the way I'm understanding, you would be better off using the built in App, Image Capture in the Applications Folder, and you can then import the images into a Folder of your choosing. It will import them into Pictures, but you have the option to import them into a New folder within Pictures if you want, then when you open Bridge, you will have these folders in the Left Pane, or even drag the newly created Folder into favourites.
The way iPhoto works, is it creates a library, but really to get to those images, you need to open the App, OR dig down through the Library to see the images, which is not recommended, as iPhoto does all the work from within the App, and if you move things around, outside the App, this can cause issues.
So use Image capture to Import your images and put them where you want. OS X is the easiest and most intuitive OS I have used, and it puts things in a Logical place, but coming from Windows, makes it difficult to grasp, but once you use OS X for a while, you will see how easy it really is. You just need to get away from the Windows way of thinking.
EDIT: If you are a DSLR Photographer, and are looking for a DAM, then don't go to Aperture, as Apple is phasing it out, so look towards Lightroom, Capture One, and the likes, but if you are just doing iPhoneography, then the way I described above is your best bet.