A typical way of setting key repeat under X is to use xset, by
having something like xset r rate 250 55 in one's
.xinitrc.
This works fine for simple use cases but is fairly fragile to changes in
devices. For example, the key repeat value is lost after unplugging and plugging
back in an external keyboard, or when switching displays, which can quickly
become frustrating.
Instead, the key repeat values can be passed directly to the X server when
starting it up, in which case it will be persistent. For example, using
startx:
startx -- -ardelay 250 -arinterval 15
Note that those options must obviously be supported by the X server, which is
the case at least for Xorg. When using it, also note that the delay parameter
doesn't behave the same as with xset r rate, so you'll need to
adjust it's value to your preference.