I can use stty -F /dev/ttyUSB0 19200
to set the baud rate whenever I want. But I'd like to set it automatically when a device is plugged in. Is there some sort of configuration file I can put this in?
I'm doing this on a Ubuntu 14.04 (Trusty Tahr) system.
You can use udev for this.
Write a udev rule in directory /etc/udev/rules.d for your device that executes the shell script you want.
See udev (Arch Linux) for writing udev rules. You can use i.e. USB vendorID and productID to identify the device. For that, you write the script
KERNEL=="sd*", ATTRS{idVendor}=="12ba", ATTRS{idProduct}=="58ea", ATTRS{model}=="XYZ42", ATTRS{serial}=="123465789", RUN+="/pathto/script"