Depends on your deployment. If you're dealing with a hosted database, you can use external authentication (either Active Directory on Windows or Open Directory on Mac). These technologies use the user's login to the domain / network to log into the database, so it's automatic to the user rather than the workstation, but no credentials are required for the database.
If you're working on a local computer, you can use the Mac OS Keychain to allow users to store their passwords on their local computers. On the Windows side, you can use Single Sign-On (SSO) to perform similar functionality (doesn't work exactly the same, but accomplishes the same purpose).
Noting, of course, that the desire for automatic login does defeat one layer of security for your solution, and should not be used for full access accounts.