Modifying Web.config using SPFeatureReceiver

 SPWebConfigModification class of the Microsoft.SharePoint.Administration namespace, which allows you to dynamically register entities. These modifications are persisted in the configuration database where they function as a kind of virtual web.config that effectively serves as the final layer of the .config file stack for the SharePoint Foundation web application. The changes become effective when theSPWebService.ApplyWebConfigModifications method is called.


Add/remove Web.config files while removing the feature activated/ Deactivated Event


Note:
Works only if it runs in the user context of an administrator on the front-end web server.


Reference:
http://msdn.microsoft.com/en-us/library/bb861909.aspx