If use Delphi XE5+, you are home free. Getting the location of the user’s My Documents folder is a simple matter of calling the GetDocumentsPathmethod of the TPath record in System.IOUtils:

uses System.IOUtils;

Memo1.Lines.Add('Home path (%USERPROFILE%): ' + TPath.GetHomePath);
Memo1.Lines.Add('Documents (My Documents): ' + TPath.GetDocumentsPath);
Memo1.Lines.Add('Pictures (My Pictures): ' + TPath.GetPicturesPath);
Memo1.Lines.Add('Music (My Music): ' + TPath.GetMusicPath);
Memo1.Lines.Add('Movies (My Videos): ' + TPath.GetMoviesPath);
Memo1.Lines.Add('Temporary files (TEMP): ' + TPath.GetTempPath);