Stata profile.do
You can customize Stata setting with profile.do. You can set different directories for ado files; use the command sysdir set. You can also set memory.
On Windows, put your profile.do in the folder specified in the properties of the Stata shortcut on the line "Start in" . If you change the "Start in" folder to "My Documents", Stata will execute profile.do file in that folder.
On Linux, put the profile.do in your "home" directory.