Move handling of --confdir into get_standard_dir
Clean up argument handling in get_standard_dir
Move state/cmd_history from config to data dir.

See #21.
Rename cmd_history to cmd-history.

For consistency with the other stuff, why not.
Also we broke that file with the last commit anyways.
Seprate data/config dirs on Windows.

See #21.
Clean up get_standard_dir
Fix lint