In the past, Illustrator had a startup file (one for CMYK and one for RGB) which was stored in the Plugins folder. Any changes made to these startup files were included in every new file that was created in Illustrator. However, with Illustrator CS3, the concept of Startup files has been replaced with something new (and much better) – New Document Profiles.

Mordy Golding has a great intro to Document Profiles over at Real World Illustrator to get you acquainted with using them.