Files are fine, I just don't like that programs expose me to them for no reason at all.

Take TextMate for example. It allows you to create projects. Project is just a bunch of files so it's really a tiny amount of information. Yet TextMate forces me manually manage projects by saving them to files.

Instead of just remembering all projects I have ever created and giving me some simple open/create new/modify/delete interface for projects, TextMate forces me to fish them out myself from filesystem.

This disease afflicts many, many programs. The only editor that I know that does projects right is Source Insight.