there is a new plugin: Insant Save.
It sets on every new file (File->New or File-> New (with template)) a randomly chosen filename and set its filetype appropriate to the used template or when no template was used, to a configurable default filetype. This enables you to quickly compile, build and/or run the new file without the need to give it an explicit filename using the Save As dialog. This might be useful when you often create new files just for testing some code or something similar.
It requires a recent SVN version of Geany to compile and load, at the time of writing, revision 2604 should be good.
Windows DLL: http://geany-plugins.sourceforge.net/instantsave/instantsave-0.1_win32.zip (needs Geany 0.15svn_r2604)
Subversion checkout command: