In Preferences, Downloads, MIME types you edit the file types for the files you wish to download without prompting, e.g. JPG, and tell Opera which folder you wish to save them to. If a file of the same name already exists, Opera will automatically rename it is as filename (1). jpg, filename (2).jpg etc.
Thereafter, just right-click on any JPG image and save it without being asked for a filename or target folder.
Different file types, e.g. GIF, can be assigned a different folder or the same folder.