Context

When developing desktop applications, you will occasionally have to store credentials somewhere to be able to authenticate your application. An example of this is a Facebook app ID + secret, another one is MySQL credentials.

Storing these plain text in the applications source code doesn't provide any true security since it isn't too much hassle to reverse engineer a program. Gathering the credentials from a server won't do the trick either since a hacker easily can do perform a request himself. Neither will encryption of the stored credentials does any difference since the application will need access to the decryption-key to be able to use the credentials at all.

Question

How can one store application specific credentials securely? Preferably cross-OS.

Note: The relevant language is Java, however, I believe (think) that this is a language unspecific question. Feel free to edit the tags if you disagree.