I usually set Lightroom to save the develop settings in a .XMP sidecar file, due to I don't like the whole "catalog" thing. Whenever I want to re-develop a photo, the developing information is right ...
Currently I trust the catalog file to hold all of develop settings for my files. I don't use xmp/sidecar files. If you use them, why? I'm searching for a reason why I should use them.