Drag and drop saving is great, but can I keep the save box above all other windows while I'm using the filer?

All saveboxes (including the Copy/Rename/Link saveboxes in the filer) are
marked with the 'Savebox' class so your window manager can recognise them.
For example, sawfish users should choose 'Customise->Matched Windows' and
add a new rule. The matcher should be 'Class' and you can use Grab to copy
the value by clicking on any savebox. Set 'Depth' to a high number to keep it
above other windows.
Users of OroboROX, which on its own doesn't have an interface for this, may find Devil's Pie to be useful. You'll need to manually create the /.devilspie.xml file and the add something like (I hope):

 <flurb name="Savebox on top">
  <matchers>
   <matcher name="DevilsPieMatcherWindowName">
    <property name="class_name" value="Savebox" />
   </matcher>
 </matchers>
 
  <actions>
   <action name="DevilsPieActionLayer">
    <property name="above" value="TRUE"/>
   </action>
  </actions>
 </flurb>