/usr/local/bin exists precisely for this purpose, for system-wide installation. For your own private use, ~/bin is the de facto standard.
If you want to keep each binary in its own subdirectory, you can do that, and add a symlink to a directory already in your PATH. So, for example
curl -o $HOME/downloads/fnord http://fnord.example.com/script.exe
ln -s $HOME/downloads/fnord $HOME/bin/
provided $HOME/bin is in your PATH. (There are tools like stow which do this -- and much more -- behind the scenes for you.)
