I haven't had a problem just using Unix-style path separators, even on Windows (though it is good practice to check File.separatorChar).
The technique of using ClassLoader.getResource() is best for read-only resources that are going to be loaded from JAR files. Sometimes, you can programmatically determine the application directory, which is useful for admin-configurable files or server applications. (Of course, user-editable files should be stored somewhere in the System.getProperty("user.home") directory.)