In SQL Server 2005, you can easily change the default location for log and data files. Open SSMS and connect to the instance you want to configure. Right-click on the instance and choose properties. Then select the Database Settings page and change the Database default locations.
Clickity-click-done. (I know, being a DBA can be tough sometimes.)
Ok. But what about the default location for backups?
Microsoft has done you a favor by hiding this configuration value. Now is where you get to show off some real skills.
Click Start -> Run. Type regedit and click Ok.
Now that you’re in the Registry Editor, navigate as follows starting from My Computer:
-> Microsoft SQL Server
-> MSSQL.1 (default instance)
Look for the BackupDirectory REG_SZ entry. You can change this to wherever you usually put your backups. You don’t need the trailing slash. For example on one machine backups are on S:. On another, smaller machine, they are on P:\Backups.
I’m not sure why Microsoft didn’t expose this configuration value directly through SSMS but it’s no big deal to make the change.