I asked this questionthis question some time back - I was hunting for where metro apps were stored, and that was a useful starting point. I was entirely aware, and indicated in the question and the comments two possible places where non metro start menu shortcuts were placed.
Someone's placed a bounty for answering where desktop shortcuts are placed. Its a bit tricky - since it obviously has nothing to do about the original question, and could/should have been asked as a separate question in my opinion.
What's do we do in such cases?