Best practice: path to self

Question

I did some searching but didn't find an answer so am posting.
What is the best practice for finding the absolute path to a class?
in class MYCLASS_:
String cp = System.getProperty( "class.path" );
Should I start witn cp then loop through the class path looking for MYCLASS_.class?
The motivation for this is that my package will contain a directory "data" to and from which MYCLASS_ will read and write.

Answer 1

Thanks Levi!
This did the trick:
package sj;
import java.net.URL;
import java.lang.ClassLoader;
import java.lang.Class;
import java.lang.Package;
public class selftestme {
    public selftestme() {
        URL u = null;
        Class clss = this.getClass();
        u = clss.getResource("data" );
        String nme = clss.getName();
        System.out.println( "class name is: " + nme );
        if( u == null ) {
            System.out.println( "URL is null" );
        } else {
            System.out.println( "URL is " + u.toExternalForm() );
    public static void main( String[] argv ) {
        selftestme stm = new selftestme();
}