If you're trying to put helper functions together for use in CFCs, one option may be to use the component.cfc file.
Using the component.cfc file
All CFCs automatically extend the ColdFusion
WEB-INF/cftags/component.cfc component. (The WEB-INF directory is in
the cf_root/wwwroot directory on ColdFusion configured with an
embedded J2EE server. It is in the cf_root directory when you deploy
ColdFusion on a J2EE server.) This CFC is distributed as a zero-length
file. You can use it for any core methods or properties that you want
all CFCs in your ColdFusion application server instance to inherit.
Note: When you install a newer version of ColdFusion, the installation
procedure replaces the existing component.cfc file with a new version.
Therefore, before upgrading, you should save any code that you have
added to the component.cfc file, and then copy the code into the new
component.cfc file.
If that solution is TOO global you can extend your helper cfc, but it has to be done in every cfc and doesn't answer your one-time-set-it-and-forget-it idea. See Using CFCs effectively
If your helper functions are for use in .cfm files, I'd do like Adam suggested. I usually put my helper functions in a "tools" cfc located in a CFC folder and make it an application scoped cfc.
function onApplicationStart(){
application.tools = createObject("component", "cfc.tools");
}
One of my helper functions logs the time it takes to index a solr collection. Using it looks like
<cfset application.tools.logSolrIndex('collectionName',getTickCount()-start,qFileList.recordCount)>
Last resort:
If you had to stick with an include for use outside of the application.cfc, I might simply include initapp.cfm onRequest() before you include your page.