One of the really neat things about OS X is that it's easy to sort your files in Finder. If you're downloading a lot of files, there are several ways to corral them by using the item arrangement (the button that looks like it has a lot of tiny boxes in it). Here's how to use it.:
Name: Sorts by name.
Kind: This tells you in generic terms the different types of files in your folder, such as PDF documents, images, etc.
Application: This will tell you what default application will open a specific file.
Date Last Opened, Date Added, Date Modified, Date Created: Does what it says on the tin. These options will sort your files according to when you last accessed them, added them to your system, modified or created them. Date Created is especially useful for when you remember when you started a project but not when you last worked on it, and Date Added is good for when you have to sort through a lot of downloads and you're looking for one you downloaded on a certain date.
Size: This will group your files into batches depending on file size. It's good for figuring out what files are taking up a lot of room on your hard drive, which is especially useful for the smaller-capacity MacBook Air.
Label: This sorts by color label. You can add and remove labels by right-clicking the files and selecting a color under labels.