You can have your connection string in App.Config file
<connectionStrings>
<add name="MyDBConnection" providerName="System.Data.SqlClient"
connectionString="Data Source=localhost;Initial Catalog=YourDB; Integrated Security=true" />
</connectionStrings>
And then you can access it like:
System.Configuration.ConfigurationManager.ConnectionStrings["MyDBConnection"].ConnectionString;
See: How to: Add an Application Configuration File to a C# Project