A couple of weeks ago, I published an entry about using System.Configuration.dll in SQLCLR procedures, along with a sqlserver.exe.config file. Since then I've received information that, although reading configuration information in SQLCLR procedures does work, that *technically* its not officially supported, and the fact that it works might change in future releases. Just thought I'd let you know. Don't do this.
As with the use of undocumented stored procedures or undocumented DBCC commands in code, I think its better to be safe than sorry in these cases. Speaking of undocumented stored procedures, folks that depend upon the undoc'd (at least it was last time I looked) xp_regread procedure might be happy to know that it trivally simple to read the registry (modulo security considerations) from a SQLCLR program. That's one undoc'd procedure that you don't need anymore.