How can I save application settings in a Windows Forms application?

If you work with Visual Studio then it is pretty easy to get persistable settings. Right click on the project in Solution Explorer and choose Properties. Select the Settings tab and click on the hyperlink if settings doesn't exist.

Use the Settings tab to create application settings. Visual Studio creates the files Settings.settings and Settings.Designer.settings that contain the singleton class Settings inherited from ApplicationSettingsBase. You can access this class from your code to read/write application settings:

Properties.Settings.Default["SomeProperty"] = "Some Value";
Properties.Settings.Default.Save(); // Saves settings in application configuration file

This technique is applicable both for console, Windows Forms, and other project types.

Note that you need to set the scope property of your settings. If you select Application scope then Settings.Default.<your property> will be read-only.

Reference: How To: Write User Settings at Run Time with C# - Microsoft Docs

If you are planning on saving to a file within the same directory as your executable, here's a nice solution that uses the JSON format:

using System;
using System.IO;
using System.Web.Script.Serialization;

namespace MiscConsole
{
    class Program
    {
        static void Main(string[] args)
        {
            MySettings settings = MySettings.Load();
            Console.WriteLine("Current value of 'myInteger': " + settings.myInteger);
            Console.WriteLine("Incrementing 'myInteger'...");
            settings.myInteger++;
            Console.WriteLine("Saving settings...");
            settings.Save();
            Console.WriteLine("Done.");
            Console.ReadKey();
        }

        class MySettings : AppSettings<MySettings>
        {
            public string myString = "Hello World";
            public int myInteger = 1;
        }
    }

    public class AppSettings<T> where T : new()
    {
        private const string DEFAULT_FILENAME = "settings.json";

        public void Save(string fileName = DEFAULT_FILENAME)
        {
            File.WriteAllText(fileName, (new JavaScriptSerializer()).Serialize(this));
        }

        public static void Save(T pSettings, string fileName = DEFAULT_FILENAME)
        {
            File.WriteAllText(fileName, (new JavaScriptSerializer()).Serialize(pSettings));
        }

        public static T Load(string fileName = DEFAULT_FILENAME)
        {
            T t = new T();
            if(File.Exists(fileName))
                t = (new JavaScriptSerializer()).Deserialize<T>(File.ReadAllText(fileName));
            return t;
        }
    }
}

The registry is a no-go. You're not sure whether the user which uses your application, has sufficient rights to write to the registry.

You can use the app.config file to save application-level settings (that are the same for each user who uses your application).

I would store user-specific settings in an XML file, which would be saved in Isolated Storage or in the SpecialFolder.ApplicationData directory.

Next to that, as from .NET 2.0, it is possible to store values back to the app.config file.

The ApplicationSettings class doesn't support saving settings to the app.config file. That's very much by design; applications that run with a properly secured user account (think Vista UAC) do not have write access to the program's installation folder.

You can fight the system with the ConfigurationManager class. But the trivial workaround is to go into the Settings designer and change the setting's scope to User. If that causes hardships (say, the setting is relevant to every user), you should put your Options feature in a separate program so you can ask for the privilege elevation prompt. Or forego using a setting.