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Application Preferences

The plan for an app that I'm doing was to use SQLite for data and to 
hold the preference settings as some apps do.  The plan was changed last 
week to allow the user to select the location of the data files (SQLite) 
rather than putting it where the OS would dictate.  Ok with that, but it 
brings up some questions.  First, I will need to have a file that points 
to the location of the data file  since that can't be hard coded. 
Second, if I have to have a file that is likely part of the application 
group of files, would it make more sense to use a more traditional 
preferences file?  How have other Python app developers done in this case?