Not in /etc/wpa_supplicant/wpa_supplicant.conf, despite suggestions in every bit of documentation that I got my hands on. In fact, that file doesn't even exist on my jessie system. Nevertheless, when I configured the WiFi network using some GUI tool in the XFCE desktop, it worked. Even after a reboot, with no desktop running, I could ssh into the system via WiFi.
So there must be a place, somewhere, where the WiFi passowrd ist stored, outside the realm of some specific user. Where is it? BTW, I did find a wpa_supplicant.conf file in some deep subdir of /etc/dbus-1/... (I'm not at that computer at the moment). But that is in some XML format that has nothing to do with the syntax described in the wpa_supplicant.conf man page, and my WPA key doesn't seem to be in there. Thanks!