As it is, I have programs that have settings in the program folder, in the My Documents folder (usually in subfolders, but not always), and in the Application Data folder. It's a bit rediculous.

That it is and is exactly why mirc for example should be changed to follow age old guidelines correctly and NOT place settings in the "program files" folder(or HKLM). For the other applications that do the wrong thing, take it up with them. Their issues/errors have nothing to do with mirc or other unrelated users.