My solution is to create a bat file in the same directory as the exe for litecoin/bitcoin/dogecoin/etc
You need to disable the "run at startup" option in the client itself, as this would create a shortcut at the startup dir for running the client with the default data directory. Trying to change that shortcut will be futile as it will reset to the defaul form (IIRC whenever you look at options menu)
bat file code:
IF NOT EXIST .\DATA mkdir DATA
start bitcoin-qt.exe -min -datadir=.\DATA
exit
As you can see, it uses a relative subdirectory called DATA and located inside the client's folder.
It creates that directory if it doesn't exist because otherwise the client will error out saying the directory is missing and self terminate (instead of creating the directory)
Then you just need to put a shortcut to that bat file in the startup directory and set that shortcut to run minimized to avoid an unsightly command prompt coming up every time.
The reason I use "start" and "exit" is to ensure that the cmd prompt itself is gone after the program starts.
oh, and make sure to change bitcoin-qt.exe to litecoin / dogecoin / whatevercoin as needed