How do I recover an unsaved file?

If you look in Illustrator Preferences under the File Handling section it will show the path where automatic backups are saved. The "Choose" button will allow the user to change the default target folder where the automatic backup is saved.

With that being said, I recommend getting into the habit of saving an art file soon after it is intially created, even if all that is being saved is a blank page. Stuff happens, and when I say "stuff" I actually mean a four letter word. Aside from Adobe Illustrator now having its own auto-backup capability I would still recommend using the Auto Savior plugin from Astute Graphics. That plugin can be acquired for free by starting a trial of their plugins; if you cancel you get to keep the AutoSavior part of the package. Astute Graphics' plugins for Illustrator are pretty awesome though.