(And to be honest, I rarely use the constant because I know this is the case for Windows)
But… what is the uber best practice? According to Jan Jungnickel one SHOULD use it because e.g. Mac OS Classic uses ":" (and see that last wikipedia page for more examples of other operating systems using different variants).
(ofcourse when exploding and parsing you would need it but I'm referring here to defining paths)
So… I come to the conclusion (with http://en.wikipedia.org/wiki/Path_%28computing%29 as a good example) that it is probably the most elegant and most cross platform to use this constant for defining paths.
But I would gladly hear your comment on that one.