As a general idea:

* If the game has any kind of "local installation" (if it is an application or something like that) store the data locally.
The user/player can delete it at will.

* if the game is purely an "online game" (applet or no local install) save the data at the server (DB or something). The user/player could delete it under demand ... and the idea of weekly / biweekly delete is very good. Even if you can store the data at cookies or some kind of "temporal" resource ... it could be delete "by accident" or without user's knowledge ... and it could be very frustrating.

Just an idea.