View a permanent warning
It depends on what event you have subscribe your rule for.

If you choose event as 'Drupal is initialised' and then choose action as 'Show message on site',the message will be showed on every page request, only thing you would like to make sure is disabled the repeat behavior of message, so that message does not stack up on every page request. 

Here goes the export of such rule, that might give you a good starting point.

{ "rules_system_wide_message" : {
    "LABEL" : "System Wide Message",
    "PLUGIN" : "reaction rule",
    "OWNER" : "rules",
    "REQUIRES" : [ "rules" ],
    "ON" : { "init" : [] },
    "DO" : [
      { "drupal_message" : { "message" : "Site wide message", "repeat" : "0" } }
    ]
  }
}