Imagine a window with a grid that uses a store.
When I use Ext Designer to draw it, six files are created in the same directory of the *. xds.
Question number one. What to do with the files
If you use Linux or OS X, you can simply make a symbolic link to your exported js files in your js folder. If you use Windows...well...shame on you :-) In that case I would simply reference your exported files directly (putting them anywhere) until they are deemed "finished" and then you can move the finalized js files to your js folder. I would do whatever you need to do to avoid copying files on every export. Symbolic Links are the easiest thing that comes to mind, but if you don't have the ability to do that, then just have a split dev/prod environment and reference your xds exported files directly. Whatever it takes to avoid making a mountain out of a mole hill...
In the future we'll think about the life cycle in which the Designer is used typically. I understand that it's perfect for full-out design->export->use situation, but when you do a lot of design revisions its export model becomes a little clumsy. It's nothing that 30 seconds of "elbow grease" won't solve (whether that's copying/pasting files or code, or what have you), but I totally get wanting to make the export pretty seamless and to "fit in" to a project the way you'd like. So again, we'll think this through for future growth of the product.