They go in the class file. Check stock classes and you'll see how the struct is. I think you can use sset to add them as well, but I've never done that.
The .class files seem to be the easiest way to edit class skill/spell/adept/level. The problem is, coming up with new ones. If you get rid of the stock paladin and augurer, the classes are extremely balanced as is.
Actually, if you set a skill's adept level to 51 for that class then they won't ever get it (or whatever you've made your first immortal level if you've changed the number of mortal levels). But the quickest way is to just open the class files and manually edit them by hand, that way you also don't take the chance of forgetting to do "sset save skill table" when you're all done modifying hundreds of skills/spells each a dozen or more times...