Storing Application Data - Cross Platform

Dear All,
I have a question regarding the suitable location to store the data/files generated by my application. Here are some of the possibilities I found, but they doesn't seem to be suitable:
1. I can store the files under the application folder (where the application is installed) in C:/ProgramFiles using System.getProperty("user.dir"). This option seems to work fine with most of the OS. However this is not suitable for windows vista as I am unable to modify the files (because of virtual store).
2. I can store files under the user home directory (ex: C:\Users\user1) using ystem.getProperty("user.home"). This is not a good solution because I want my files to be accessed by all the users of the system.
3. Using System.getenv("ALLUSERSPROFILE") i can store files in a location which is accessible to all the users i.e. C:\ProgramData. However this doesn't seem to work in Linux, as it is returning null.
So what is the best location to store application data, which is accessible to all the users of the system?
Thanks in advance

Thank u piet....
By data i mean projects and their respective files (xml) created using the application. So Preferences API won't be suitable to store.
Allowing user to select the location where he/she wants to store the application data is not viable. For example, if the user chooses c:/programfiles then the problem with vista virtual store will arise, or if the user chooses user's home directory C:\Users\user1, then other users can't access the application data.

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