I find that this technique works well with a system for which you have multiple deployments, because it keeps hardcoded information specific to the deployment out of CVS. (Of course it shouldn't be hard-coded in the first place but I digress).

For a CGI system under Apache you can just use a SetEnv directive in your httpd.conf to set MERCHANT_CONFIG_FILE and you're set; unless your httpd.conf is in CVS of course. :)