By doing it with a Smart include on every page. You should already have include files for common functions, db connection, page headers - all the things that will be common to pages across your site. If you don't then you have not realised what code-fragmentation and compartmentalisation is all about.
At a minimum, you will probably have a lot of html code that goes in the head of every page, put it in an include file. That would also go for your cache control statements - which a dynamic site is certainly going to need.
Access control is another thing that you should write-once-use-often so put that in an include
Likewise your database connection script/class/function
Likewise your common functions
So I don't see how you can not be using the same include file on every page anyway.
I have 1 file that I include in every script. It in turn includes other scripts - sometime on-conditions. Just do it that way.