I haven't played this for a while, but as soon as I fired it up today, my entire hud was missing (including chat text, round times, crosshairs, etc) even though my settings had them turned on and I haven't altered anything myself.
The only way I could restore them was by replacing my config folder with my backup.
The folder you should backup, in its entirety is:
C:\Documents and Settings\Owner\My Documents\My Games\Unreal Tournament 3\UTGame\Config

