Software :: Setup Session Variable In Mysql Using Option File?

As far as I know, mysql has several configuration files e.g. /etc/my.cnf, ~/.my.cnf etc. But I mainly focus on /etc/my.cnf to set up global variables.

My questions are:

1/ Global variables and session variables, which one of them take precedence? 2/ How to modify session variables using option file so that when clients connect to mysql server, the session variable settings would be applied... According to mysql document, I can do this using SET statements but I prefer to do this using configuration file. Global variables settings can be done using /etc/my.cnf but session variables settings configuration files are nowhere to be found.