possible to change the data directory (C:\Users\Username\AppData\Roaming\BitShares)

You can symlink the whole directory, or just the 'chain' directory (which consumes the most space since it holds the copy of the blockchain).

I have it set up with symlinks and it's stable through upgrades (3 for me so far) and usage.

If you're unfamiliar with symlinks, this would be a good start:
Wikipedia - general on symbolic links: https://en.wikipedia.org/wiki/Symbolic_link
Windows: http://lifehacker.com/5496652/how-to-use-symlinks-in-windows
Nix + general: https://wiki.debian.org/SymLink

Or search for symbolic link / symlink / junction (older), and find what suits your context.

Welcome! Hope to see you posting here for a long time to come

Thanks 
I think I'll stick around. Am seriously interested how will the whole idea/project turn out (no scepticism intended).

.. they have a good point ..

it's all about trust .. establish some trust and then you are good to go posting binaries ..
maybe verify your bitcointalk account or any other information of yours ..

Well said and point taken.

My bad, won't happen again.

Hi, just trying to clarify something; I've updated the client twice (0.8.1 > 0.9.0 > 0.9.1) and after every update chain had to be re-synced.
My chain folder is symlinked to a storage drive (binaries are on a ssd) and was in a healthy and consistent state pre-upgrade.

So, the question is: if the re-sync is mandatory after every (major?) upgrade, isn't backing it up a bit pointless*?
(*Not including cases for mitigating mishap risks, eg. '2 instances crash' and such).

(Btw, don't get me wrong here, I'm always in favour of doing backups of anything (semi)important, just tryin' to see if I'm missing smthing.)
Tx!