I had a client needing to backup and/or restore ODBC datasources to the ColdFusion Administrator today. Pete Freitag just a very nice description showing that CF 5 and prior versions stored the DSN information in these registry keys:
HKEY_LOCAL_MACHINE\SOFTWARE\Allaire\ColdFusion\CurrentVersion\DataSources
HKEY_LOCAL_MACHINE\SOFTWARE\ODBC
And MX stores the information in the file cfusionmx\lib\neo-query.xml.
Scheduled tasks are stored in cfusionmx\lib\neo-cron.xml.