Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData)

Пример:

var fileName = Path.Combine(Environment.GetFolderPath(
    Environment.SpecialFolder.ApplicationData), "DateLinks.xml")

Windows:

cmd C:\>set

Получаем примерно такое:
APPDATA=C:\Documents and Settings\slowpoke_xp_user\Application Data