I can answer this, as I play on two systems and just recently devised a method of synchronizing my macro file.

The macros and ui settings are stored in two files, 'mcr0' and 'ui' inside the FFXIV main folder under user\[8-alphanumeric]\.

The 8 random alphanumeric characters are generated to name the folder for each individual character used on that system and contain the logs as well as these per-character settings.

On Windows 7, the FFXIV main folder is C:\Users\[yourUserName]\Documents\My Games\Final Fantasy XIV. You could just search for a folder called 'Final Fantasy XIV' if it's not exactly there.