Example --valid for my system; your's might be slightly different--
My German Windows XP stored my Firefox settings in this folder:
Dokumente und Einstellungen/myUserName/Anwendungsdaten/Mozilla/Firefox/Profiles/w8kb6xsm.default/
So the contents of that folder ... :
- dr-x------ 1 root root 8192 May 11 22:50 ./
dr-x------ 1 root root 0 Oct 2 2004 ../
dr-x------ 1 root root 0 Aug 19 2005 Cache.Trash/
-r-------- 2 root root 100 May 11 20:02 blocklist.xml
dr-x------ 1 root root 0 May 11 22:47 bookmarkbackups/
-r-------- 2 root root 661507 May 11 22:50 bookmarks.bak
-r-------- 2 root root 661507 May 11 22:50 bookmarks.html
-r-------- 1 root root 65536 May 11 22:50 cert8.db
dr-x------ 1 root root 0 Mar 18 12:32 chrome/
-r-------- 2 root root 140 Mar 28 18:34 compatibility.ini
-r-------- 2 root root 24 Oct 16 2005 components.ini
-r-------- 1 root root 152248 May 11 19:52 compreg.dat
-r-------- 1 root root 8401 May 11 22:41 cookies.txt
-r-------- 1 root root 24 Oct 16 2005 defaults.ini
-r-------- 2 root root 206 May 11 22:47 downloads.rdf
dr-x------ 1 root root 8192 May 11 20:02 extensions/
-r-------- 2 root root 1824 May 11 19:52 extensions.cache
-r-------- 2 root root 1959 May 11 19:52 extensions.ini
-r-------- 2 root root 30985 May 11 19:52 extensions.rdf
-r-------- 2 root root 231 May 11 22:50 formhistory.dat
dr-x------ 1 root root 0 Aug 30 2006 gm_scripts/
-r-------- 1 root root 395 May 11 22:50 history.dat
-r-------- 1 root root 23793 May 11 21:26 hostperm.1
-r-------- 1 root root 16384 May 11 22:50 key3.db
-r-------- 2 root root 17066 May 11 22:50 localstore.rdf
-r-------- 2 root root 12820 Aug 17 2006 mimeTypes.rdf
-r-------- 1 root root 13536 May 11 22:50 prefs.js
-r-------- 1 root root 752 Oct 2 2004 search.rdf
-r-------- 2 root root 2048 Mar 18 12:29 search.sqlite
-r-------- 1 root root 16384 Oct 2 2004 secmod.db
-r-------- 2 root root 394 May 11 22:50 sessionstore.js
-r-------- 1 root root 3666 Apr 17 20:42 signons2.txt
-r-------- 2 root root 3879936 May 11 22:39 urlclassifier2.sqlite
-r-------- 1 root root 95240 May 11 19:52 xpti.dat
~/.mozilla/firefox/default.rku/
Voila, done. Everything preserved. With Thunderbird it's similar.