I guess I could move them all to $scriptdir or $mircdir, it just seems weird to me. If I have 4 different scripts going, all their files are in the same folder in docs and settings?
Yes, which is a good thing. Why shouldn't a user have all their settings in their user folder (or rather a subdirectory of it)? As for scripts, they can be installed wherever the user chooses (providing he has the necessary user rights). Any user can install scripts for himself, while a user with admin privileges can also choose to install a script for all users.
Wherever the scripts themselves are stored, you should always use $mircdir
(or a subdirectory of it, ie. $+($mircdir, ScriptName)
) for your script settings and files that are unique for each user. This way it is always guaranteed to be accessible to the user regardless of their privileges on the machine and you can be confident that the settings will behave in the same way as the rest of the user's mIRC settings (either on a user-by-user basis or everyone using the same if that's how mIRC has been set up).
Obviously if your script has files which are not unique to each user and that simply need to be readable to each user (ie. images or other script resources) then they should be installed with the script files themselves and referenced relative to $scriptdir