I have them saved all over my desktop and a billion bookmarks of specific projects - I had to take my computer in to a repairman - it had a virus and wasn't working right. He called and asked me - Do you have just quilting patterns on your computer - Yep- I said - I really only check a few sites a day - and several quilting sites and blogs.
When I get too many on the desktop then I make a folder and save them some where else. I think I am addicted to free patterns/tutorials as I am to fabric.