Might depend on what you are doing, but the common case is user preferences and defaults. Look for samples that use NSUserDefaults.
I'm still grasping much of this too, but...
You would create a delegate object for your application (ofter referred to in samples as AppController), and instantiate that in IB and set it as the "File's Owner" delegate. In this object you you create your special object upon startup. You could then get to it by
Code:
[[NSApp delegate] myCustomerGlobalObjectNameiVar]
NSApp is a global variable that points to your applications instance of NSApplication.
Do not retain or release that object in your documents. They don't own it. You can assign it to a local variable if you want.
You may think it a good idea to use the delegate as your object, but the delegate can be responsible for many things and is capable of responding to many optional delegated methods from the NSApp instance. It is a general purpose object that helps you control your application.