When you 'save image as', instead of disappearing to some random location it should open the directory where it's being saved in the file manager. Then you can see your file appear, and double-click or right-click to open it in the app you want.
Better still would be for the user to choose a directory with the file manager, then *drag* the saved file from the web browser to that directory. This gives the user a physical sense of where the file is going and makes sure you can never lose track of where something was saved to. But I don't have much hope that mainstream desktop environments will adopt this, because it's too different to what Windows does, and this style of UI normally requires you to have overlapping windows on the screen, which is very awkward with window managers like Metacity that force a window to the front on any mouse click.