You can choose where to deploy to by changing the deployment setting. However every new project will still have this by default. Every team server will get a sandbox by default aswell. After changing the deployment location however it will stick on your choice untill you close and re-open the project/modeler.
So I suggest a change request to make this by choice, since it is not possible right now.
BTW F5 will correspondent with the selected choice so that makes it a little less of a burden. But still you need to remember to change it after everytime you open the project.