Safari Not Asking Where To Download Files

I really like Google Chrome's feature where, when downloading a file, it opens a dialogue box that permits me to tag the file and put it where I want it. This saves a step and keeps my downloads folder from getting full.

I thought I saw a setting that would permit this but the changed setting does not have any affect. All downloads go to the downloads folder and I cannot tag them prior to their going to the folder.

I don't want to switch to Chrome but I do a lot of this kind of thing and the extra step of finding the file in the downloads folder and then tagging and moving it is kind of a PITA.