6.6 behaviour:
  - ./.ghci
  - $HOME/.ghci

6.8.[12] behaviour:
  - ./.ghci
  - Windows: c:/Documents and Settings/<user>/.ghci
  - Unix: $HOME/.ghci

6.10 (and 6.8.3 when this is merged):
  - ./.ghci
  - Windows: c:/Documents and Settings/<user>/Application Data/ghc/ghci.conf
  - Unix: $HOME/.ghc/ghci.conf
  - $HOME/.ghci

We will need to document this in the 6.8.3 release notes because it
may affect Windows users who have adapted their setup to 6.8.[12].