I know there are stores (I think Shabby Princess fe) where you can choose for one large link are for pieces to download... Best of both worlds.
I don't really care cause firefox exposes a list of downloads so I can keep track of what I allready have and what not.
But I do agree with the filename. I don't have the habit to scrap from one kit at a time so everything is sorted according t what it is (papers by color, stars, hearts, ...). To make proper credits I rename everything according to site_designer_kit_itemname. It would indeed be a lot easier if every designer did it the same way but I don't think that will ever happen.
And I have to admit I hate nested folders !