Add 'state' settings; add last opened path setting

Add 'state' settings; add last opened path setting

The settings file now discriminates between 'preferences' settings,
which the user sets from the preferences dialog, and 'state' settings,
which are things remembered by the program.

As an example state setting, the program now remembers the last path a
game was opened from, and automatically starts the file chooser in that
path when opening a game.