If this has been asked for before - I apologise.

I would like...
The publish location is saved with the project RATHER than SS remembering the last publish location - sort of an enviroment thing.

If you're a bit tired its easy to forget and overwrite the last project you worked on. I know its easy to republish the messed up project but I should be protected from myself! (this is more of a personal thing too! ;-) )

Are you setting a publish profile for each publish location? -- Help > Tutorials > "Publish your Project". I don't know whether this will help your problem -- it would still be possible to forget to set the profile, and so publish to the wrong location.