I'm pretty sure the default directory (I never use default directories with games) was something like "C:\Program Files\Lucas Arts\Mysteries of the Sith" (Or perhaps Jedi Knight Mysteries of the Sith in there at the end).
You can find it on your hard drive by searching for "Goo" as the "Goo" (rather than "Gob" like JK1) is the file format used by asset container files (you can open by them by renaming them to zip, incidentally, even without a De-Gob/Goo utility like Conman).
To find it in your registry just search for "sith" since that will be in the title unless you used some custom title. It will probably have a few entries that say "LucasArts" as well.
As far as level editors, JKEdit was easier to use but is now harder to find since the website went defunct (I'm not sure if the author, Ole Thomasen, from Magicforce.com can be persuaded into putting it back up, but maybe he will if enough people contact him). However by and large JED was the most popular editor and had a lot of plugins built for it. It can be found many places, not least of which is Massassi.net's extensive editor section. The first public editor for JK was called "Force Builder" but it ceased development pretty early in the days of JK and has been abandoned since. "LEIA" was the editor used by the JK team to edit the Sith engine (the "Jedi" engine, iirc was used for Dark Forces, and of course JK2 and JA use the Q3:TA engine) but it was never publicly released. Other than giving the JED guy a few pointers and releasing one or two levels, the JK team was forced to keep a pretty low profile, unlike Raven software for the newer games (though they too ultimately had to cotow to LucasArts and any demands from the Ranch).