How can I set my default "SAVE AS" image file format?

On Windows you can speed up the saving process by using the keyboard.

When the Save as dialog appears, press Tab to highlight the Save as type field,

Press J to change the file type to jpg.

Then press Enter to save..

I have an action which runs Save for Web, where my previous setting is used. Works great. I have another action which creates a PSD and a JPEG via SfW, no user input needed.

Understood, but 99% of the time, it's my final output step on every project (my printing service requires it.)  From what I gather here there isn't a default output format setting in PS, whether I want JPG, PNG, PDF, or other.

This has come up multiple times on the forum. You can use an action or script to open the Legacy Save As or Save a Copy dialog defaulting to your preferred JPEG settings (32bpc images require tone mapping).

Edit:

Here is an example of an such an action:

Jpeg can never be a default file format in Photoshop. Jpeg is an extremely limited file format that does not support 99% of the features available in Photoshop.

Jpeg doesn't support layers, it doesn't support 16 bit depth, it doesn't support transparency, it doesn't support alpha channels.

A jpeg always has to be a stripped down simplified copy.