Data you've collected would probably be best stored in a database. However, if you need to store data directly to disk, the answer really depends on your directory structure. If, say, you store your logs in /var/logs, then perhaps /var/cgi_data might be appropriate.
Things to consider would be how much data are you saving, how often are you saving this data, how long do you want to keep it for, how often does it need to be backed up, and so on. Basically, aim to get a complete picture of the overall impact of storing your data directly to disk. Armed with this information, you can consult with you SysAdmin or, if that happens to be you, use it to make informed decisions or perhaps use it as part of a management proposal to purchase additional hardware, request changes to backup procedures, change security arrangements and so on.