/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/
This assumes $HOME/bin is in your PATH.
There are tools like stow which do this — and much more — behind the scenes for you.