In what way is the Windows registry meant to be used? I know it's alright to store a small amount of user preferences, but is it considered bad practice to store all your users data there? I would think it would depend on the data set, so how about for small amounts of data, say, less than 2KB, in 100 or so different key/value pairs. Is this bad practice? Would a flat file or SQLite db be a better practice?
I'm going to take a contrarian view.
The registry is a fine place to put configuration data of all types. In general it is faster than most configuration files and more reliable (individual operations on the registry are transacted so if your app crashes during a write the registry isn't corrupted - in general that isn't the case with ini files).
Marcelo MD is totally right: Storing things like operation percentage complete in the registry (or any other non volitile storage) is a horrible idea. On the other hand storing data like the most recently used files is just fine - the registry was built for just that kind of problem.
A number of the other commenters on this post talking about the MRU list have discussed the problem of what happens when the MRU list gets out of sync due to application crashes. I'm wondering why storing the MRU list in a flat file in per-user storage is any better?
I'm also not sure what the "security implications" of storing your data in the registry are. The registry is just as secure as the filesystem - the registry and the filesystem use the same ACL mechanism to protect their data.
If you ARE going to store your user data in a file, you should absolutely put your data in %APPDATA%\CompanyName\ApplicationName at least - that way if two different developers create an application with the same name (how many "Media Manager" applications are there out there?) you won't have collisions.
Using the registry to store data has mainly one problem: It's not very user-friendly. Users have virtually no chance of backing up their settings, copying them to another computer, troubleshooting them (or resetting them) if they get corrupted, or generally just see what their software is doing.
My rule of thumb is to use the registry only to communicate with the OS. Filetype associations, uninstaller entries, processes to run at startup, those things obviously have to be in the registry.
But data that is for use in your application only belongs in a file in your App Data folder. (whiever one of the 3+ App Data folders Microsoft currently wants you to use, anyway)