Saving Files Under Windows

[achrist at easystreet.com]

I'm using python (with wxPython, PySQLite, etc) under Windows,
and I think that by staying with old versions of Windows (NT, 98), 
I may not be doing what new versions like.  Are there new rules  
under Windows 2000 or XP that restrict in which folders users can or 
should be saving their data?  Do the python libs or the python 
win32api give me any function that I can call to find out where I 
should be creating output files for users?  I guess I can  check 
for C:\Documents and Settings\<username>" and create data files
there if I find it, but is there any more reasonable way to know
where data should go?  Is there any way to find an output folder 
where all users should have read and write privileges so that
shared data can go there?  Of course, I'd like to run on Win95, 98,
NT, 2k, XP, and be aa good citizen on all.  

Any pythonically canonical or vice versa solutions to this one?

Al