Besides tip 035, Persistent Connections are located at:

HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows NT\CurrentVersion
\Network\Persistent Connections

These values are all type REG_SZ.

The Persistent Connections sub-key stores data about the most recent connections to your network drives.

 Value   Default   D e s c r i p t i o n 
 a - j   none   The UNC path of the drives most recently connected to your computer. Up to 10 drives may be stored 
 Order    none   The sequence of the drop down list is the order of the letters a - j. 
 SaveConnections   yes   Persistant connections=yes, Non-persistent connections=no. 

Drive letters connected via the net use and/or the subst commands do not appear in this registry entry.