Have you checked the [documentation](https://github.com/rg3/youtube-dl/blob/master/README.md#filesystem-options)?  Specifically the `-o, --output` option.  Using that, you should be able to do:


    youtube-dl -o '/home/me/%(playlist_title)s/%(playlist_index)s_%(title)s.%(ext)s

That said, please be sure to respect the owner's rights with any videos you use this program for.