Just a warning - if you have too many images in a folder performance gets very slow. It takes time to render a large number of thumbnails. I try to keep folders at 400 images or less after culling rejects.
I like having a new folder created for every download. There are occasions when I make another choice, but it works for me.
Also be careful about your naming convention. If you have files that have the same name, you can overwrite files in the same folder. TO avoid this issue I use a sequential number that does not repeat for all images that I download. Nikon Transfer provides this option - as does Photo Mechanic.