What is the location of background image set from Safari?
Open ~/Library/Safari/.
It is there, called Safari Desktop Picture.jpg (or whatever the extension is).



If you're on Lion, to get to Library folder you may open Finder, select Go from the top menu and  hold ⌥ Option. The normally hidden Library menu will reveal itself in the folder list. Open it, and proceed to Safari subfolder.

If you're not on Lion or just prefer the quick way, open Finder, press ⇧ Shift + ⌘ Cmd + G to open directory prompt and paste ~/Library/Safari/: