I wouldn’t put a pidfile under an application installation directory such as /opt/my_app/whatever. This directory could be mounted read-only, could be shared between machines, could be watched by a daemon that treats any change there as a possible break-in attempt…
The normal location for pidfiles is /var/run. Most unices will clean this directory on boot; under Ubuntu this is achieved by /var/run an in-memory filesystem (tmpfs).
If you start your daemon from a script that’s running as root, have it create a subdirectory /var/run/gmooredaemon and chown it to the daemon-running user before suing to the user and starting the daemon.
On many modern Linux systems, if you start the daemon from a script or launcher that isn’t running as root, you can put the pidfile in /run/user/$UID, which is a per-user equivalent of the traditional /var/run. Note that the root part of the launcher, or a boot script running as root, needs to create the directory (for a human user, the directory is created when the user logs in).
Otherwise, pick a location under /tmp or /var/tmp, but this introduces additional complexity because the pidfile’s name can’t be uniquely determined if it’s in a world-writable directory.
In any case, make it easy (command-line option, plus perhaps a compile-time option) for the distributor or administrator to change the pidfile location.