I have found a concern relating to Bitcoin (all versions) on Windows on an active directory domain member.
The Bitcoin data directory is under %APPDATA%, an alias for CSIDL_APPDATA. On WinVista and Win7 this typically resolves to "C:\Users\{logon}\AppData\Roaming", on Win2000/XP to "C:\Documents and Settings\{logon}\Application Data".
The problem this presents is that this folder is used for roaming user profiles. When logging on to a domain that uses roaming profiles, the entire directory is synchronized with the server. This would mean sending up to 1GB of blockchain between the server and logon computer before the user can use their station. Admins may also opt to have the entire profile be a user network share without local storage.
In addition, this means that the private wallet data is stored on both the logon computer and the server. If the user logs on to another network machine, the user profile is then completely copied to the second machine. This also means anyone with "power user" rights can read the profile data on the second machine. This becomes less of a concern with an encrypted wallet, but you are still spreading your Bitcoin data anywhere you log in, with a copy for the admins to read too.
Windows Vista/7 have lessened the data transfer concern with the addition of %LOCALAPPDATA%, "C:\Users\{logon}\AppData\Local" typical. This is non-roaming profile data, used for caches, temp files, the entire install and user data of Google Chrome, etc. This seems like a more appropriate location for the Bitcoin data directory. For Win2000/XP/Me, the analogous location is C:\Documents and Settings\{logon}\Local Settings\Application Data, but XP doesn't have the environment variable.
Here are some XP methods to determine the directory.
In this line of examination, one might wonder if it isn't appropriate to take
all program data except the wallet out of userland. If Mom, Dad, and little Billy all use bitcoin with their own computer logins, there doesn't need to be three complete blockchain downloads. The program data could be moved to CSIDL_COMMON_APPDATA (C:\ProgramData), and the user data could be only the wallet, and perhaps a 'last_block' counter file that indicates for a rescan for any wallet transactions after the user's last seen transaction block; forces a complete rescan if the counter isn't present...