The latest Firefox 4.0 nightly build adds a new download ("Save link as") / upload dialog - in Linux that is, as I didn't try Firefox 4.0 Windows or Mac builds. This may have been added earlier but only now I've noticed it.
Here is a screenshot:
And compare it to how it used to look:
There is still some work to be done here (notice the new folder icon), but overall I think it looks a lot better and it's especially useful for small screens.
Update: after an Update today, Firefox 4.0 is now using the old download ("save as") dialog so it seems this was something temporarily.
Install (or try without installing) the latest Firefox 4.0 nightly in Ubuntu.