You can create a folder from a selection of files, instead of creating a folder first, then moving files in. In the Finder, select any files you want to put into the same folder. You can do this in any Finder window, including the Desktop or from the results of a Spotlight search (not the Spotlight menu itself). Right-click on any one of the selected files, and the top menu item is New Folder with Selection (number of Items). When you choose that command, a new folder will be created, and the files literally leap into the folder (cute animation!). The new folder is called New Folder With Items, and you can change its name.

[kirkmc adds: This isn't new, it was added in Lion. But it's a nifty thing to be aware of; I use it often. My guess is that a lot of people don't know about it.]