Just in case you haven't spotted it yourself have a look at the applications settings improvements in VS 2005.
Earlier versions of VB.net gave you the app.config file which was a god send, but now you don't even have to write all the persistence/retrieval code. In the properties for whatever visual element you have go to the ApplicationSettings property under Data and you can bind any control/form property to a value in your .config file.
I use it all the time for form size/position persistance, last entered values, splitter sizing etc.etc.
Simply superb, theres just no reason for an app not to save user preferences now, it's a 2 minute point and click job.