Preference file(s) in the Preferences folder.
Logs in the Logs folder (though alot of apps put it in app support)
Other data (saves for games*, caches, many other things) in Application Support.
And like Nayr said, libraries in the app bundle, but some (few) apps wants
you to install libraries yourself.
*when porting commercial games, why don't they make it
save saves in app support instead of messing up my documents folder!