Depends on what shell you using. The variable that is being changed needs to be included in the startup "script" that the shell uses.

If appending, you can do this: PATH=$PATH:/foo/bar , but if you are prefixing do this: PATH=/foo/barPATH .

Anyway, the following is a quick break down of what might need to be touched:

csh
.login
.cshrc

sh/ksh
.profile

bash
.bash_profile
.bash_login
.profile

Definitely check your shell docmentation for details though.