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How do I keep track of configuration changes?

Occasionally I ask how to do some configuration, and people tell me to do stuff like edit some config file in an XYZ directory. But if I configure everything this way, it will turn into a mess, and after a few months I won't know what things I configured where. How do I keep track of it all?

This is a broad topic, so let's have shorter, high-level answers that point to more detailed resources (such as other questions on this side, links to wikis or keywords useful for search engines).