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I love the portability idea that allows for sessions and sshostkeys to be saved to files.
However, it would be nice to specify where that file is stored rather than having it stuck in the same directory as the executable (WinSCP allows this). This would allow one to keep the executable in a relatively public folder while storing the session and host keys in one's own private space.
Implementing this might require a registry entry or maybe a short .ini lying within the executable directory... but it is a nice compromise between the difficult-to-port registry storage and the total portability of a single folder tree.
The advantage of a registry entry here is that it could be easily customized on a per-user basis using HKCU.
Also, it would be nice to have an option to store all the values in a single file rather than having 2 folders of files (again similar to WinSCP)