You could simply write a wrapper that reads an options file.
In general, it's a bad idea to have a hidden state such as a configuration file. Imagine, for examples, scripts that expect the standard curl behaviour, but your configuration file changes that.
(Of course setting shell aliases has the same problem...)
Shell aliases do not have that problem as they're generally used with interactive shells only. Non-interactive shells tend to read a different set of configuration files for that reason.
In general, it's a bad idea to have a hidden state such as a configuration file. Imagine, for examples, scripts that expect the standard curl behaviour, but your configuration file changes that.
(Of course setting shell aliases has the same problem...)