In iPhone OS 3.0, Apple allowed Mobile Safari to save usernames and passwords in web forms. Unfortunately, Safari does not offer to do the same thing for HTTP Basic and Digest authentication. I’ve become fond of using HTTP authentication because it is very easy to set up, either in your Apache virtual host configuration or within a Rails application. There are many times that a full-fledged user database is unnecessary for a simple administration back-end.
There is a work-around, though it does mean storing your user and password in plaintext in your device’s bookmarks. HTTP allows you to supply authentication credentials as part of the URL, in the form http://username:firstname.lastname@example.org/.