In Finder it typically remembers me, but if not, I put in the username for my NAS and then the password. So, if our server name was XYZServer, Finder would show XYXServer in the sidebar, and then I connect as molly and my password.
I only use the http numbers if I have to connect through the internet, which happens rarely after a disconnect. It's faster to access the files through finder and my ethernet cable than to connect via the web.