I often have a bunch of linqpad scripts for a specific project that I want to include in that project's source control. I also don't want to have to change my LinqPad source directory every time I swap to working on a different project.
The solution: Create a "Directory Junction" in the LinqPad directory that points at a folder in your project's directory.
Just run the following in a command prompt with elevated privileges.
mklink /J G:\Code\LinqPad\MyProjectName G:\Code\Projects\MyProjectName\LinqPad
This basically makes it so that G:\Code\LinqPad\MyProjectName and G:\Code\Projects\MyProjectName\LinqPad are the same folder. Anything you do to one folder happens to the other folder. Magic.