Write config to XDG dir or ~/.config unless old config exists or on Win

[chewi]

Storing configuration outside a standard user configuration directory is bad practise and very unhelpful for distributions wanting to package this software.

This respects the old configuation location for compatibility.

XDG_CONFIG_HOME or ~/.config should make sense on just about any non-Windows OS.

Sorry if this isn't quite right, I haven't written Java for years.