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Just define the variables, functions, or other things in a file, and load it into Sage at startup. There are a number of questions and answers along these lines already on this site:
- http://ask.sagemath.org/question/1370/how-to-import-a-module-at-startup
- http://ask.sagemath.org/question/1314/how-to-add-path-on-sage-startup
- http://ask.sagemath.org/question/1150/loading-a-predefined-function
- http://ask.sagemath.org/question/1072/preload-defined-functions-for-later-use
