/usr/local/sbin are well worth adding to your path, as a lot of makefiles for source builds are defaulted to install there.
If you use MacPorts, it's worth adding
/opt/local/sbin as well.
The best way to do this is to add
.bashrc file in your home directory (which is hidden, so the CLI is the best way to to do this), or, if you want to change the system wide path, add the same line to
/etc/bashrc (not hidden), but you will need to
sudo to do this.
If you don't have a
.bashrc in any user's home, you can make one and add this line to it, but remember to change the permissions on the file you create to make it readable by the user in question (obviously not relevant if you're doing it for your own profile).
$PATH at the end appends the system default path to whatever you put before. Note that the system searches for binaries in the order of paths given, so if you install a binary in
/opt/local that is also installed by default on the system, the versions you install will be found first, which can (though rarely) upset things. It is worth watching out for.
Good information is here.
I should note that the above assumes you are using Bash for the shell, which is the default on Mac OS X v10.4 (Tiger) and Mac OS X v10.5 (Leopard), but not on earlier systems, which used
tcsh instead, which has a different syntax.
I hope that helps...