[Python] How do I store desktop application data in a cross platform way for python?

I have a python desktop application that needs to store user data. On Windows, this is usually in %USERPROFILE%\Application Data\AppName\, on OSX it's usually ~/Library/Application Support/AppName/, and on other *nixes it's usually ~/.appname/.

There exists a function in the standard library, os.path.expanduser that will get me a user's home directory, but I know that on Windows, at least, "Application Data" is localized into the user's language. That might be true for OSX as well.

What is the correct way to get this location?

UPDATE: Some further research indicates that the correct way to get this on OSX is by using the function NSSearchPathDirectory, but that's Cocoa, so it means calling the PyObjC bridge...

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