Disable saving to iCloud in Mountain Lion
Actually I found there's a switch in System Preferences > iCloud > Documents & Data
If you don't want to uncheck Documents & Data from System Preferences, there is also an unexposed preference that disables showing the iCloud-centric open dialog when there are no open windows:
defaults write -g NSShowAppCentricOpenPanelInsteadOfUntitledFile -bool false
It makes TextEdit create an untitled document and Preview not open any window.
Unlike unchecking Documents & Data, it does not disable using the iCloud-centric open dialog when you for example press command-O.