Aha! I was looking around for the Save and Close function and realised it's in the Batch processing window. What if I wanted to save to another folder as a copy? I'm writing a tutorial on batch processing, for my blog, thinking that I actually know how to do it myself (facepalm). I tried including Save as part of the Action but not sure that worked.
Then you'll want to use Image Processor Pro. We've been begging Adobe to include this in the default installation for more than a decade, but they're not interested. It's an indispensable tool for anyone doing production work.