With a site open in your favorite browser, click any link on the page or the icon next to the URL in the address bar, and drag it to the desktop to create a .webloc file. These are the files that you can double-click to quickly open the linked page in your default browser, or add to your Dock for even faster one-click access. You can organize these files into a folder on the desktop or even tuck them away somewhere in your home user folder.

To make these sites open when you log in or when your Mac first starts up, go to System Preferences -> Accounts. Once there, select your user account in the left column, then the Login Items tab on the right--this is the list of applications and files that you can direct your Mac to open at login. Just drag your .webloc file(s) into the Login Items list, and the next time you log in, their destinations will open automatically in your default browser.