Consider using standard data directories

I think it would be a better idea to use standard directories for data det, e.g. `XDG_DATA_HOME` in the XDG spec (and others for windows and macos). There is the platformdirs package (https://pypi.org/project/platformdirs/) which could be used for this, and it comes without any other dependencies and could be used to do this in a platform-independent way. What do you think, @mathurinm?