Is it possible to define macros in bib-files?

There's a sort of special entry @preamble which can contain LaTeX code. It's used to define commands or other formatting required for your bibliography.

Something like:

@preamble{"\def\R{\/\textsuperscript{\textregistered}}"}

This should work with BibLaTeX / Biber as well.

You can safely say title={Cool\R Book} in your entry and define

\newcommand{\R}{\textsuperscript{\textregistered}\xspace}

in your normal LaTeX preamble.

(Of course, then the BibTeX file requires that command to be defined in every document that uses it.)