What kind of data you want to save in the drawing? Data per drawing, or data per entity?
If you use plain AutoCAD, for data per drawing, you can use NamedDictionary; for data per entity, you can use XData, or ExtensionDictionary. Other AutoCAD verticals may provide other ways, such as with AutoCAD Map/Civil, you can use ObjectData or ObjectClassification; with AutoCAD Civil/Architecture, you can also use PropertySet. Some of the verticals' approach may not have COM API support (since you are asking in VBA forum), though.