To free up space on C:, I would like to move my Jenkins data files (specifically the \\jobs directory) from the default installation directory
If you are using jenkins version older than 2.0 than you should do following:
1) open jenkins -> manage Jenkins -> Configure System. Check the path of your Home Directory.
2) Stop the jenkins service.
3) copy the jenkins home directory to other drive or location you want to move.
4) open jenkins.xml from program files and modify the value Change the d:\Jenkins to your new path.
5) restart the Jenkins service.
6) test your job :)