As a consultant I can't always depend on having the same computer all the time. One month here, one year there, a few weekends at another place. I try to setup a dir off the drive root (in NT) and store everything there. Everything I install, save, or download all goes in to that dir. Not only does it keep me from saving somewhere that I can't find, but it also lets me wipe all traces of myself quickly. Except for perl, I figure every machine is better off with it installed.
For NT:
@rmdir /s /q c:\consult
For win9[58]:
@deltree /y c:\consult