Workflow for dealing with incoming files to keep the file system tidy

The cluttered desktops of our computers at home (Macs and PCs) made me think about a better workflow to deal with new files (self created or downloaded from the internet).

My question is:

• Which workflow do you use to keep your desktop uncluttered and your file system tidy?

I have a hierarchical folder structure for the data of my personal "projects" and for some general things like e. g. finance, photos, etc., but there are lots of incoming files which do not seem to fit in any of the existing categories and therefore clutter the desktop.

I tried to create an "Inbox" directory, which removed clutter from the desktop but on the other hand only moved the problem to another place.

The GTD* method (getting things done, http://en.wikipedia.org/wiki/Getting_Things_Done) has some useful tips and habits for managing tasks and I'm trying to use it, so it would make sense to create a "next action" on my list to "review file xy", or something similar. I could add a link to the file, but the question is where to store those files.
I tried creating a "temporary storage" directory where I put those files, but it filled very quickly.

* I'm currently using iGTD for managing my tasks and personal projects, but I'm considering buying Thingsor OmniFocus, as iGTD is not developed any more and has some [for me] annoying bugs and limitations.

So I would be interested in other ways to manage the electronic "information overload", maybe using tagsor a database like DevonThink Pro or …?