Where is database .bak file saved from SQL Server Management Studio?

Question

Should be in

Program Files>Microsoft SQL Server>MSSQL 1.0>MSSQL>BACKUP>

In my case it is

C:\Program Files\Microsoft SQL Server\MSSQL10.MSSQLSERVER\MSSQL\Backup

If you use the gui or T-SQL you can specify where you want it
T-SQL example

BACKUP DATABASE [YourDB] TO  DISK = N'SomePath\YourDB.bak' 
WITH NOFORMAT, NOINIT,  NAME = N'YourDB Full Database Backup', 
SKIP, NOREWIND, NOUNLOAD,  STATS = 10
GO

With T-SQL you can also get the location of the backup, see here Getting the physical device name and backup time for a SQL Server database

SELECT          physical_device_name,
                backup_start_date,
                backup_finish_date,
                backup_size/1024.0 AS BackupSizeKB
FROM msdb.dbo.backupset b
JOIN msdb.dbo.backupmediafamily m ON b.media_set_id = m.media_set_id
WHERE database_name="YourDB"
ORDER BY backup_finish_date DESC

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