I have a pyQT4 application where the user is asked for a savefile (QFileDialog and all that...)
One annoyance is it does not remember the last directory so multiple call always defaults to the working directory of the application (or whatever I set the 3rd argument to)
If I set the option to not use the native file browser it remembers but "it is not native to windows" (note this doesn't bug me as I am a linux user, but others are not...) 
One option I was considering was saving the last working directory and populating the 3rd argument with that for every call but this seems quite brutal, especially as it seems matplotlib appears to be remembering the last directory (so it is possible) 
Any ideas?
filename = QtGui.QFileDialog.getSaveFileName(self, "Save Plot to CSV", '', "CSV Data (*.csv)")
The QFileDialog.saveState() and QFileDialog.restoreState() methods can save and restore the current directory of the dialog box.
pyQT4 native file dialog remembering last directory