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Writing re-usable sage scripts

I'm looking to write some reusable code to do things like parse a particular file format outputted by some of my tools, but I don't see a particularly obvious "right way" to do this. I can define a python module, add it to the python path using the init.sage file, and then import it, but then I don't get some of the nice features I would get if I just loaded a .sage file from my current directory (namely tab-complete...).

Is there a preferred directory where I can save .sage files for use with the "load" commmand? If so, is there a way to specify a directory that is not in the SAGE_ROOT area, so I can source-control my specific .sage files independent of the sage installation?