It's using /usr/share/xbmc/userdata/sources.xml, so it cannot create it due to permissions.
It can't create /usr/share/xbmc/userdata/Thumbnails or /usr/share/xbmc/userdata/Database.
I created symlinks to ~/.xbmc to get around these.
I use custom Lircmap.xml and Keymap.xml files, and updates overwrite them.
I put my custom files in ~/.xbmc and replaced the installed ones with symlinks, but I have to recreate the links after each update.
It also seems like I have to explicitly define XBMC_HOME for projectM to find its presets.
Here's the script I use after I update using the PPA. I still haven't had time to iron out all the wrinkles in my setup, so this is still a work in progress.
sudo ln -s /home/herg/.xbmc/userdata/sources.xml /usr/share/xbmc/userdata/sources.xml
sudo ln -s /home/herg/.xbmc/userdata/Thumbnails/ /usr/share/xbmc/userdata/Thumbnails
sudo ln -s /home/herg/.xbmc/userdata/Database/ /usr/share/xbmc/userdata/Database
sudo rm /usr/share/xbmc/userdata/Lircmap.xml
sudo ln -s /home/herg/.xbmc/userdata/Lircmap.xml /usr/share/xbmc/userdata/Lircmap.xml
sudo rm /usr/share/xbmc/userdata/Keymap.xml
sudo ln -s /home/herg/.xbmc/userdata/Keymap.xml /usr/share/xbmc/userdata/Keymap.xml
sudo rm -rf /usr/share/xbmc/visualisations/projectM/
sudo ln -s /home/herg/.xbmc/visualisations/projectM/ /usr/share/xbmc/visualisations/projectM