I normally do this one of two ways:
1. Make a template page and create all site pages from the template. If you update the template or alter it at all, every page in the site that was created from it will take on the changes.
2. Make a document header with your site navigation in it and include it in your other pages as an SSI (Server Side Include). You do this by referencing the file in your document where you want it to appear, like this:
<!--#include file="filename.txt" -->
I've used a .txt extension there for the sake of example, but for navigation links I'd normally use a differnt file extension.
The point to that is if you included your navigation at the top of each page and, say, a footer with your copyright details and so on in the bottom of each page, you can edit either the navigation or footer elements and each page will include them no matter what you change.
There are other ways but if I have a web server that supports SSI I rather like it for its convenience.
Templates though, offer a whole range of power for sitewide changes so have a go with them first.