SQL Server makes it easy to set a server's default data and log locations. In SQL Server Management Studio, simply right click on the top level server node in the Object Explorer and select Properties. Then click on the Database Settings page selector on the left side of the screen. At the bottom of this screen there are text boxes for entering the default Data and Log locations.
Unfortunately it's not as easy to set the default backup location. To do this you need to modify the server's registry. Open the Registry Editor by typing regedit either on a command line or in the Search programs or files box at the bottom of the Windows Start Menu. Once you're in the Registry Editor navigate to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Microsoft SQL Server\YourInstanceName\MSSQLServer. Now enter the directory you'd like to be your default. Save and close the Registry Editor.
The next time you attempt to backup or restore a database you will be presented with your new default backup location. No more navigating to a different location over and over again.