You can open two finders, if you've got the screen real-estate to view them both. Even if they overlap a bit, if you hover over the window you want while dragging it will come to the front.
Just open your first finder. Now right click on one of the icons under Devices or Places. Choose Open Enclosing Folder. Now you have two finders. You can navigate to the folders your want to transfer files between, select, and drag and drop.
Use your hard drive icon if you want to be able to navigate to anywhere on the Mac. Other folders only let you navigate to subfolders. Though I think there is a trick to get around that.
If you have a folder you want to put things in often, you could make an alias on the desktop. Or you could put it in the Dock.
Alternately, in the finder you can drag folders into the Places area. Besides being able to open them quickly, you can then drag files into them from the main viewing area.
Lots and lots of ways to do things. It just takes a while to learn the tricks, and pick the ones you like best. I've been using this thing for years, and I learn new tricks all the time.