One thing that has constantly annoyed me with SQL Server Management Studio is the My Projects folder (which is often the default folder when opening or saving files) is set to \My Documents\SQL Server Management Studio\Projects and there appears to be no way to change it. If you go into Tools -> Options you won’t find anywhere that you can change this setting.
SQL Server Management Studio (SSMS) uses the Visual Studio Shell, so there has to be a way to change these settings, just not through the UI. The settings are stored in an .vssettings XML file in My Documents\SQL Server Management Studio\Settings folder. Make sure you close SSMS before making changes to this file, SSMS writes to it when you close the application and will overwrite any changes you make. To change the My Projects folder you are looking for this line:
<PropertyValue name="ProjectsLocation">%vsspv_user_documents%\My Projects</PropertyValue>
The value inside is the location of the "My Projects" folder. Simply change the value, and the next time you open SSMS the "My Projects" folder will be mapped.
If you peruse this file you will see many other settings you can change, I would just caution you to make a backup of the file before changing too much.