A best practice in SPSS is to open and save all files with syntax. Like so, it can be easily seen which syntax was run on which data. One could use the syntax generated by Paste for this but there's a much shorter and better option.

Disadvantages of the Default Syntax

Each time you open a data file from the GUI, SPSS generates syntax that may look something like

GET FILE='C:\Documents and Settings\Work\Projects 2012\December\Some Customer\Survey data.sav'.

This exact specification of the folder and the file name is known as a absolute path. Using absolute paths has two disadvantages.

If you open and save several files, the total amount of syntax will be rather large. Especially if you write (rather than paste) your syntax, this may be a bit annoying even though you can copy-paste the folder specification
If you move your project to a different folder, you'll need to correct all paths in order for them to be valid again

Shortening the Syntax

The default syntax can basically be broken up into two parts: a folder specification and a file specification. The point here is that the folder specification is needed only once during a session. The syntax below demonstrates the idea.

*Set working directory.

cd 'C:\Documents and Settings\Work\Projects 2012\December\Some Customer'.

*Open data file.

get file 'Survey data.sav'.

How Does it Work?

The CD command sets a default directory. Whenever you open or save a file, it will be done from/to this directory. In case you're not sure what your default directory is, run SHOW DIRECTORY. In subsequent commands, you only have to type the file name, which is technically a relative path. Especially when you open or save multiple files, you'll need less syntax. More importantly, if you move your project to a different folder, you'll need to adjust only a single line of syntax (the cd command, that is). Especially when a project involves multiple syntax files, this may prove a major advantage, especially when combined with INSERT.

Using Subfolders

Whenever you use relative rather than absolute paths, SPSS quietly prefixes them with the default directory. When you'd like to access a file in a subdirectory of the default directory, you can specify only the subdirectory and the file name.
For example, if your default directory is C:\project, then GET FILE 'data\data_file.sav'. will open data_file.sav from C:\project\data.

Final Notes

CD applies to all files such as

data files (SPSS, Excel or any other format)
SPSS output files
SPSS syntax files when using INSERT
SPSS chart templates (only in SPSS version 19 onwards)

except tablelooks (“SET TLOOK ...”). I find this very annoying and I don't see why this hasn't fixed ages ago...

Command Syntax Reference Saying CD does not work for TLOOK

Thanks for reading!

THIS TUTORIAL HAS 16 COMMENTS:

By Linda Martell on July 15th, 2015

Good
By Karli Kerrschneider on July 24th, 2015

But, having found the default directory, which part of it do I incorporate into the cd command? I cannot figure out how to copy it so that I paste it into the command. Does that make sense?
By Ruben Geert van den Berg on July 25th, 2015

You take the entire specification and place it in the CD command. You can paste it from Windows Explorer ("browsing through folders"). I'm not sure to what extent this generalizes to a Mac, though. We'll add a screenshot of this to the tutorial when we'll find the time for it.
By Jeff Boggs on November 21st, 2017

Can absolute paths to a directory include the underscore symbol ( _ )? Or does SPSS not recognize the underscore symbol in a path name?
By Ruben Geert van den Berg on November 22nd, 2017

Yes, they can. I believe they can even include spaces (not recommended). Very generally, underscores are preferred over dashes because dashes may be interpreted as a "minus" sign -which is why they can't occur in SPSS variable names or SQL columns.