How to get MSTest to find my test data files?

This post answers this question: MSTest copy file to test run folder

I get round this by adding my data files (in my case usually XML) as embedded resources and I extract them from the test assembly.

[TestInitialize]
public void InitializeTests()
{
    var asm = Assembly.GetExecutingAssembly();
    this.doc = new XmlDocument();
    this.doc.Load(asm.GetManifestResourceStream("TestAssembly.File.xml"));
}