You can create a script named startup.m under userpath(in Windows and Mac OSX, default path is Documents/MATLAB). You can add whatever Matlab commands you want into startup.m. For example, to add /usr/local/bin into PATH, you can add command

setenv('PATH', [getenv('PATH') ':/usr/local/bin']);

into startup.m.

BTW, every time Matlab starts, configure file \$MATLABROOT/toolbox/local/matlabrc.m will be executed.