At work we have wi-fi that requires signing on using an intermediary web page (like Panera, Caribou Coffee, and other public wi-fi hot spots often do). Note that I am not talking about WEP or WPA authentication.
In 3.0 and 3.1b1 things improved because Apple added the new wi-fi authentication system, but I still had to enter the username/password every time I connected.
With 3.1b2 I'm happy to report that it now offers me the option of saving the credentials. Not sure how many others this might effect, but it makes me very happy. 🙂