You can always use the Di container.
Once you register a component in the Di it is available in the controller by the magic method. For instance:
// Bootstrap
$configFile = ROOT_PATH . '/app/config/config.ini';
// Create the new object
$config = new \Phalcon\Config\Adapter\Ini($configFile);
// Store it in the Di container
$this->di->setShared('config', $config);
and in your controller it is as simple as:
$config = $this->config;
If you create a base controller class, you can pass those objects in the view if needed like so:
$this->view->setVar('config', $this->config);
Finally the Di container can act also as a registry, where you store items you might want to use in your application.
For an example of bootstrapping and accessing objects in controllers, have a look at the phalcon/website repository. It implements bootstrapping and base controller patterns among other things.