Saving options settings before a new game.

I've been working on a title screen which contains a sub menu with options where the player can tweak various things like sfx/music volume and a couple of simple graphics settings before starting the game. I'm storing these settings in global variables. Only problem is, that when the user presses "new game" those global variables are all reverted back to their defaults (by design, as the game needs to do this), so once the game actually starts - whatever changes the user made on the title screen don't carry over. I'm just wondering what the best approach for dealing with something like this is - I'm guessing that saving those variables to an external file and then loading it in and checking it is probably the way to go - considering that I'm targeting Windows desktop - what would the best method be to do this and are there any potential problems I should know about when writing/reading back variables like that?

Thanks for any insight!

Thanks for the excellent suggestions. Ultimately I would like them to be saved between sessions so I will look into how to do it with local storage. The other methods are really clever too though and will probably come in handy at some point - thanks for the suggestions!