Depends on what "presets" your trying to load, "presets" you load from the content directory will load into the same place they were saved, unless they were made in Poser in which case they are useless, everything under the "create" menu is a new entity that uses a default template, they will always load in at the world center unless you use one of the other options to place them as they load.

Distant lights are a huge wall of parallel light rays, so it doesn't matter if they are at world center or 200 meters away, as your going to get the same lighting, it's just easier to see what your lighting at world center especially as you can look through the lights in DS, so that is pretty much where everyone leaves them.

Spotlights I normally place using the perspective view to line up where I want it to point, and then use the "apply active viewport transforms" option to spawn it, I do the same thing for placing cameras.

When you create a new light a small window will open, the default for this window is to show the light name which you can edit, and three buttons underneath it, click on the "show options" button to expand the window and to see the load options.