I haven't used a single C++ header-only library which required a #define. But that's because in C++ the "inline" keyword creates a weak symbol, so you can #include a header in several places and there will only ever be a single implmentation. For function templates this happens automatically, btw.

IMO, if you need a #define like this, you're are not really writing a header-only library, that's basically just a source file in disguise. You could just as well distribute headers + a single source file and just ask the user to add this one source file to their build system (which should really be a trivial task).

EDITED for more clarity about C vs C++.