You can use
Putty Connection Manager on Windows. It's free, you can organize your connections using folders, save username and password (the last one is not recommended, of course), initial commands etc. You can encrypt the database that contains all that information.
On Linux I use a small
expect script (if anyone is interested, I'll share it, there are only few lines of code) and different aliases, so with the
Z-Shell completion it's quite good.
I just type the first letters of the project name, I press tab and I get a nice selection menu (courtesy of
zsh), and then the connection/authentication (via ssh) is automatic.
We're not allowed to use
PKI (corporate policy ...), so I wrote an
expect script.