Automatically create layer when I use pen tool?

I have only just seen this thread, and I got what you were referring to immediately.  It is such a pain when you construct an intricate workpath, and then find you have overwritten it.  What's more, experience is no guarantee against this happening.  I might use a couple dozen paths in a project, and I still mess up sometimes.

My workflow is not to create the path before laying down the first point, but rather to drag the finished path to the new path icon...

...which names the first one Path 1.

I also dislike that if you have a path selected, and try to Free Transform a layer, the path will be transformed.  Or even worse, if you delete a layer and a path is selected, it is bye bye path.  I regularly seem to fall into this little gotcha.  

When using a lot of paths, I wish there was a way to manage them better like groups, or even just colour code like layers.  With three large screens, I have the space to have a large paths panel always available, which is convenient, and I have room to have all my icons set to large — although I do have to reduce that to keep all paths on the screen sometimes.

I like that we can Ctrl click a path to load it as a selection, and I love that we can stroke a path with the currently selected tool with  one click, or fill the path with the left most icon.

But I do feel there are improvements to be made.  If anyone starts a request on the feedback forum, then come back and share the link, because I suspect a few of us would head over and add a 'Me too'.

A wee point about path management.  If we hit the escape key while making a path, and then cay on adding points, the new points will be added to the same path.  That's one way of keeping things tidy.  However there's a gotcha in that.  I was doing this for the windows in Dave's Signal Box thread, and right towards the last one, I got out of sync and lost the earlier windows.  The scary thing is that this did not respond to multiple undos, and if I had not been updating a layer mask as I worked, I'd have lost a lot of finicky work.

If you are dealing with "regular" paths, they are separate from layer - they are listed in the Paths panel. To keep the paths distinct, double click on "Work Path" and give it a name.

On the other hand, the Pen tool can also create Shape layers, which have a shape specially connected to the layer.You choose either type in the Option Bar: