I don't like the default locations for storing Mail and News how do I
   change them?
   
   The following variables are used at present for News:
     * gnus-article-save-directory
     * gnus-kill-files-directory
       
   Mark Eichin <eichin@cygnus.com> writes
(setq gnus-startup-file "~/.mit-newsrc")
(setq nnml-directory "~/MITmail/")
(setq nnmail-crash-box "~/.mit-gnus-crash-box")
(setq nnml-newsgroups-file
  (concat (file-name-as-directory nnml-directory) "newsgroups"))

(setq gnus-message-archive-method
      '(nnfolder "archive"
                 (nnfolder-directory "~/MITmail/archive/")
                 (nnfolder-active-file "~/MITmail/archive/active")
                 (nnfolder-get-new-mail nil)
                 (nnfolder-inhibit-expiry t)))

   but that's only for mail, not news.
   
   An additional note: Be careful if you set variables such as
   nnfolder-directory in your ~/.emacs and then change them again at a
   later date. Server parameters are stored in your ~/.newsrc.eld and
   will need to be changed there as well.