That is a good question and I'd love to see other developers comments. I feel at some point you need a "header" file to declare some constants and I'm not above using the constant values within my classes.
For example, I'm currently working on a larger project with multiple classes working together (databases, security, forms, business logic, etc.) I like having one configuration file where I can easily change system-wide values. the kind of stuff in there is database connection details, notification emails, paths, etc. Since a constant in PHP is globally accessible everywhere, I simply include my constants page on every page in my web application.
Anybody have a GOOD example on how to do this differently? For the time being, I have no qualms doing it the way I described.