Don Park blogs about the Backside of GUIs. It sounds a little bit funny, but to me it seems to be a rather intuitive place for settings within a GUI.

Why not use the powerful features of coming windowing systems like Avalon or Looking Glass to provide settings on the backside of GUIs? No more searching through obscure settings dialogs, just turn around the very window whichs behaviour you want to alter. This could also be done for single dialogs of an application, like advanced search settings or similar things.