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