I'm currently using the "Connect to server…" feature of the Finder.
Is there any way to "save" specific connections or connect automatically on login?
According to Apple's support knowledge base there is a way to automatically connect to a server on logon.
The article describes how to log on to servers for different versions of MacOS X. The latest version covered by the article is 10.4. I'm not sure if this means that later versions are supposed to use the same approach as 10.4.
Whatever, the general idea is that you drag the server icon from the Finder onto your login items (these can be found in the "Accounts" section of the system preferences).
Along the lines of the answer above, click on spotlight, type in accounts hit Enter. Now you just hit the login items tab, then click the + to add a new item. Now you just select the server+folder that you want to auto connect to on logon and then hit Enter, done.
Great for if you are using iTunes pointing to your media stored on a NAS, that way it auto connects to that server when you logon with wifi or ethernet connection to your network. saves selecting the server via the Go command each time you wake you mac from sleep or reboot.