If you use #DEFINE a lot, here is a little tip that could you save you some typing. (Note that this applies to VFP 8.0 and later only.)
When you want to type one of your constants in the code editor, type zdef instead. Intellisense will kick in, displaying a list of the constants in a pop-up window. You can then simply pick the one you want.
For this to work, your constants must be defined either in the same window or in an active header file (including files which are referenced from _INCLUDE or from the Include File option on the Form menu).
A similar Intellisense feature is zloc. This displays a list of all the defined local variables.