You should create a header file like

// Constants.h
FOUNDATION_EXPORT NSString *const MyFirstConstant;
FOUNDATION_EXPORT NSString *const MySecondConstant;
//etc.

(you can use extern instead of FOUNDATION_EXPORT if your code will not be used in mixed C/C++ environments or on other platforms)

You can include this file in each file that uses the constants or in the pre-compiled header for the project.

You define these constants in a .m file like

// Constants.m
NSString *const MyFirstConstant = @"FirstConstant";
NSString *const MySecondConstant = @"SecondConstant";

Constants.m should be added to your application/framework's target so that it is linked in to the final product.

The advantage of using string constants instead of #define'd constants is that you can test for equality using pointer comparison (stringInstance == MyFirstConstant) which is much faster than string comparison ([stringInstance isEqualToString:MyFirstConstant]) (and easier to read, IMO).