I only have to log with the user name and password once. After that I make an alias of the share and ever after just double-click on the alias. No more logging in, instead I get immediate gratification when it pops open a Finder window inside the share.

There is just one small problem with aliases to servers, at least in my experience. When you disconnect from a network with shares being mounted (after that your computer will nicely ask whether you would like to disconnect from the servers/shares, since the connection was lost), the aliases to these shares stop working. If you delete them and make new ones, the new ones wont work either. Aliases to other shares on the same server will keep working.

Only after a restart will these aliases start working again.