Adobe Photoshop CS>Presets (for instance). Inside there are subfolders for Actions, Brushes, Swatches, etc.
You can save Action sets from the little flyout arrow on the Actions palette. If you don't do this, you risk losing them in a crash. Actions are stored from session to session in a Preferences file, Actions Palette.psp, but Preference files can be damaged or corrupted. If you actually save them to the Presets folder you will be able to load them easily from the menu that comes out when you click on the flyout triangle. This is true of any Presets palette.
You can also use Edit>Preset Manager to arrange, Delete, Make new sets of Brushes, Styles or whatever Presets you want and Save them (not Actions. You have to manage them from the Actions palette). If they are they can be e-mailed or otherwise transferred from machine to machine. The Preset Manager is a very powerful tool and should be explored.
Where I used to work sometimes I would create sticker sheets to be printed on a Flexographic press. I had to use a certain set of colors that were different from a normal offset job (Flexo will not print a color that has any CMYK componenet under a certain percentage), so I had a sticker sheet Swatches palette saved in my Presets folder and would load that when working on a sticker sheet. Made things easier and simpler. Some jobs require the use of certain brushes as well and I could do the same with Brush sets.
Note that if you have too many Presets (or anythig, including Fonts)loaded it will affect the startup time sas Photoshop looks for everything, so don't have ones you aren't using loaded. You can always load them quickly from any palette's flyout menu.
Always copy downloaded Presets or ones you create to another folder on your hard drive as a backup.
Preferences are individual and it probably would not be helpful to know what I have set. Also I change them from time to time depending on what I am doing., what kind of press and so forth. For instance I usually have Export Clipboard turned off because I generally don't copy and paste Photoshop stuff to another application, but you might. I change Units depending on the job I am doing.