Actually - if you do have a library of utility files that you
frequently reference the path can be assigned to a global in your
profile.do which runs every time Stata is invoked.
E.g.
in profile.do:
global util c:\ado\util\
in a program:
do ${util}myutil.do //Note use of {}
If these truly are generic utilities then you might consider adoizing
them and putting them in your PERSONAL ado folder where they would be
available on your adopath. Doing so may be no more complicated than
adding an ado header:
program define myutil
version 9.0
*! version 1.0.0 2008.01.07
*! My utility
*! by Zachary Harrison
...
DC Elliott
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/