In transmission, if you go into preferences, you can color label the file types and tie them into different folders or an external hard drive. I'm sure utorrent has these features as well.
I don't believe so. An app called Hazel by Noodlesoft does this. It will move files to certain folders (according to rules), automatically remove extra files of an app you delete and empty the trash for you. It costs $20 so I don't know if you're interested.