Linux actually has it better over Windows and OS/X in that there is a well-defined place to dump your user's configuration that is *not* part of the Application, so the users don't clobber each other and the configuration stays even if the application is removed. This is to put it in ~/.appname. Windows suffers from a *lot* of potential locations (due to everything being writable at one time), while OS/X has a misguided attempt to put writable data into the application directory.
OS X stores user configuration in ~/Library/Preferences, and always has. While I have seen poor ports try to write things directly into the application, it's clearly the wrong way to do things, works against the design of the system, and just plain doesn't work right for multiple/non-admin users for the most part. The built-in user preferences facilities for developers (Both CFPreferences and NSUserDefaults) use the Library/Preferences locations too, so you'd have to go out of your way to NOT do this.