wp-config.php is suggested place for such definitions, because at any point later they might get replaced by default values during loading.
See Editing wp-config.php in Codex for thorough instructions.
Also worth noting that it’s commonly said like add to the end, but really definitions should go above this line:
/* That's all, stop editing! Happy blogging. */
Or, if it was removed for some reason, above:
require_once(ABSPATH . 'wp-settings.php');