Rendering with background, but saving with alpha? Excuse me for my language)
I want to setup render view like V-Ray Framebufer in 3Ds Max:
 I'd like to render object and see it on a background image. But it still needs to have alpha-transparency, so if I'll save it to png there will be only the object with no background.

Here is what I'd like to see:



And here is what I'd like to save (in alpha chanel):
This would be a good place to use the compositor:



Have a renderlayer of your object on a transparent background, and another renderlayer with just the background. Let the transparent background render remain connected to the "Composite" output node, and mix the two renderlayers for the "Viewer" output node so you can see it on the background while in blender.

If you want to save time on rendering, and your background doesn't change, you can render the background, save it as a texture, then mix using that texture instead of an additional renderlayer.