Believe it or not but they are actually listed in the manual. I know - who would've thought... ;-)
In my 2.60 book they are in Appendix B and in the PBP3 book they are in section 8.7

And, DEFINE is not a command in that it does not execute at runtime. It's a compiler directive that tells the compiler how and what code to generate. This means that you can not use DEFINE to change a setting (like for example the parity for the USART) at runtime.

/Henrik.