My family uses /tmp, mainly because we're lazy, and /tmp flushes out old files every so often.
If you want a more permanent solution, I'd create a folder under /
There's a problem in sharing files across users, though, read and write permissions may get in the way.
For example, Joe drags a folder into the dmz directory, but Billy can't write to that folder, and it's contents. Joe's folder (or contents) doesn't have o+w*. This can be solved if Joe or root manually (with recursion or not) gives o+w* to Joe's folder.
There are a couple of ways to surpass this:
One way, which I find really, really dirty to do, is to create a separate partition with a filesystem that doesn't support Unix filesystem permissions. That way, everyone can read, everyone can write, but no one can execute without moving the file onto a filesystem that can.
The other, to create a cron job that recursively gives g+rw* permissions to a special group pertaining to that dmz directory
Now, what I'd do, is to teach your family (or whoever is using that computer) the basics of permission handling across owners, groups and other users. That, on top of a daily cron job of recursively changing all things' permissions under the dmz directory with at least g+r*. (However, the former is the most important.)
*The letters in ugoa-=+rwxXst is defined in the man page of chmod.
(It rubbed me the wrong way just a wee bit, but putting the folder in /var or /opt makes no sense whatsoever. If anything, the dmz directory should be placed under /usr (But plain ol' / makes everything easier.))