MainWindow: Add project files to list of recently opened files

When opening a project file add it to the list of recently opened files
instead of the database file associated with it.
MainWindow: Improve saving of project files

When saving a project file make sure it's got the right file ending.
Also add it to the list of recently opened files.

Use the default location from the preferences dialog for initialising
the file dialogs for loading and saving project files.