Here's a patch for -data-directory.
Tested on amd64-linux, no regressions.

Eli, can I have a doc RFA.

Jan, can you test this to make sure it solves pr 12227 for you.

2010-12-06  Doug Evans  <dje@google.com>

        PR python/12227
        * NEWS: Mention -data-directory.
        * main.c (captured_main): Recognize -data-directory.

        doc/
        * gdb.texinfo (Mode Options): Document -data-directory.

        testsuite/
        * gdb.base/catch-syscall.exp (do_syscall_tests): Remove setting
        of data-directory.
        * lib/gdb-python.exp (gdb_check_python_config): Delete, all callers
        updated.
        * lib/gdb.exp (INTERNAL_GDBFLAGS): Add -data-directory.