The system I use is to download by usb into a folder on my desktop called "Kindle Downloads". Once I've added the title to Calibre, I delete the file from the folder, although you could certainly keep all of your Kindle downloads in the folder and use any sort options you desire.
I back my Calibre library up into a free Dropbox account (as well as the Kindle cloud) so I see no reason to keep the temporary download files.
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