Environment Configuration approaches

Web.Config

Pro
Con
ASP.NET devs familiar with it Multiple Web Apps means multiple changes
Can leverage SPWebConfigModification Can lead to inconsistent web.config files

SharePoint List

Pro
Con
Can be multiple list in scope of Sites Scalability
Part of SharePoint Disaster Recovery Maintanability if Lists through Site Collections
Can be versioned by List  
Deployed via Solution Package  
Leverages API to get values  

Web Service

Pro
Con
Reused with other applications e.g. InfoPath Extra Deployment
  Requires extra code/assembly reference

Separate Config File

Pro
Con
Isolation of config Extra Deployment
Values versioned in source control Requires extra code/assembly reference

External Resources

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