This FAQ is for Stata 11. It is not relevant for more recent versions.
The following material is based on an exchange that started on Statalist.

Each morning I have to set my memory size to, say, 20m. The default, 1m, is not sufficient for my data. Is there a way of changing the default setting?

More than one person replied to Statalist with “see help profile”.

There is a second answer. Type

        . set memory 20m, permanently

You can do that regardless of operating system; it works under Windows, Macintosh, and all the Unix systems. The permanently option specifies that, in addition to making the change right now, the new limit, 20m, be remembered and become the default setting when you invoke Stata. See help memory.

In Stata for Windows and in Stata for Unix, the initial memory size may be specified on the command line to invoke Stata. For Windows, the command line to invoke Stata might look like

         C:\Program Files\Stata\wsestata.exe /m10

which tells Stata to start with 1 megabyte of memory. For Intercooled Stata for Windows, this amount is the “factory-installed” default.

If the initial memory size is specified on the command line in this way, it overrides the set memory, permanently setting.

Refer to appendix A, section 6 in the Getting Started with Stata for Windows manual for details on how to change the command line in Windows that invokes Stata. We suggest removing the /m option from the command line so that only the set memory, permanently setting will be used.