The only way to do this without cookies or sessions, that I know of, is to just include a file that delcares the variable. Create a file and put:
$your_variable_name = "your value";
Save it and name it whatever and than in each script, at the top put:
include("yourfile.php");
Of course you will need to global the file in if you will be using in functions and classes.
If that is not what you mean, let me now and I'll see whatelse I can come up with.