If you are using Geth on OSX, you’ll find these locations handy.
~/Library/Ethereum (main folder)
~/Library/Ethereum/chaindata (the blockchain. At this time of writing it is about 2Gb)
~/Library/Ethereum/keystore (contains your keys)
~/.ethash (contains the DAG when mining)
If you run testnet, you’ll get a testnet folder appear in ~/Library/Ethereum.