Just to point out that Apple has changed some of the default contextual menu behaviours in Safari 1.3. Previously, the default in contextual menus was "Download linked file as..." and "Save images as...". These have changed to automatically download or save to your downloads folder (configurable in the Preferences).
To get prompted for a location for the downloads and saves, press the Option key when the contextual menu is visible. Personally, I preferred it the way it was in 1.2x, and if anyone knows how to switch this behaviour around, it would be appreciated.
[robg adds: I know this is a documented change, but it's caught a lot of people by surprise, so I figured it was worth documenting.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20050419031321921