One of the most annoying 'features' of many Windows applications is their tendency to stuff their data files away in predefined places. (eg. APPDATA=C:\Users\UserName\AppData\Roaming\AppName\config\ and similar).

There are two problems with this:

1. It can take some serious searching for me to try and locate where these files are held, when (for example) I want to backup the application or transfer it somewhere; or one of these files get corrupted.
2. It limits me to using only one configuration/set of files with that particular application, when I would often like to have two or more completely independent setups.

Personally, I'd prefer the default location to be in (or relative to) the CWD. That way, if I wish to use the application for two or more independent projects, I can run it from those project directories and it will locate the appropriate files without my having to set environment variables or pass convoluted runtime switches to point it at the right places. I can have multiple command line sessions each in a different cwd and run multiple copies of the app without having to jump through hoops to keep them separate.