Yes, all of those places. Do a search for the app you are looking for and then see where all the files are. Some important ones will be in the "Application Support" folder.
one quick side note: you can run into problems if you try to email or IM someone a .app file. even if you burn it to cd. sometimes it will seperate the package and it won't run. the best way to transfer a .app file is to simply compress it into a Stuffit file. it will unstuff intact and be usable. just a tip.