What directory should your app use for storing user data? If running on Mac OS X, you should use:
If on Windows (at least English Win XP) that should be:
C:\Documents and Settings\<User>\Application Data\Local Settings\<AppAuthor>\<AppName>
C:\Documents and Settings\<User>\Application Data\<AppAuthor>\<AppName>
for roaming profiles but that is another story.
On Linux (and other Unices) the dir, according to the XDG spec, is: