Including a constant is better than including the file path/name in each controller. However, if the loader/autoloader can find your class in the first place, you don't need to do either.
A great deal of code in CI's core is dedicated to loading classes, whether autoloading them or using $this->load->xxx(). From what I've seen, adding some more code to handle it in a manner which makes sense for your project, or including the use of Composer or some other autoload mechanism, is only going to have a negative impact on the project in the most extreme cases.