This is what I do:
1. Mount the drive (make sure you add the password to the keychain)
2. Control click on the drive and select "Make alias"
That alias will now mount the drive when you click on it. It won't even ask for the password if you saved it.
My Extra steps:
3. Move the alias to a folder (I have a folder in my home directory. I named "server" and I have all my servers there)
4. Drag the alias from that folder to the dock (near the trash can). Now you can access the server from the dock.