Rationalize usage of wxConfig in graphical interface.

Tidies up the usage of wxConfig for storing configuration data.
* Uses the global wxConfigBase::Set() and ::Get() as recommended by
  the latest wxWidgets documentation, instead of loading/saving.
* Fully encapsulates access to the configuration in the application
  object, including the setting of the most recently used directory.
* As a byproduct, fixes a bug where the configuration file was being
  written in OS X in the user's home directory, rather than their
  ~/Library/Preferences directory.