By default, MiKTeX is set up for all users to the folder
C:\Program Files\MiKTeX 2.9However, packages added on-the-fly go to the folder
C:\Users\CurrentUser\AppData\Roaming\MiKTeX\2.9
(in case of Windows 7) specific for the current user.
As to me, it was the origin for subtle errors when I tried to update my MiKTeX installation. Going to Start, All Programs, MiKTeX 2.9, the menu shows Maintenance and Maintenance (Admin) as submenus. I thought I could ignore Maintenance and only use the Update (Admin) utility from Maintenance (Admin). It appeared however that the packages installed on-the-fly are not updated by Update (Admin). As a result, updated packages sometimes conflicted with non-updated packages. This especially is a pity since experimental packages, such as l3kernel, l3packages, fontspec, polyglossia, unicode-math, sometimes conflict even if they are all updated [I have this case right now!].
So my question is: What is the best practice for installing and using MiKTeX?
I am the only user on all my computers, but I used to accept the default method of installing MiKTeX (for all users) since once I tried to install MiKTeX in the for me only mode but met some troubles (don't remember exactly which ones).

caption,caption2,xcaption. Thus, installing only packages on my choice give me feeling (perhaps, deceptive) that I keep my appartment clean. – Igor Kotelnikov Sep 27 '11 at 05:30