The gurus over Panic have made Coda 2 one of the very best development tools for Mac OS X, stuffed with all the features one could only hope for. However, under OS X 10.8 (and prior) some concerns were raised in relation with the way Coda 2 handles password saving. Many have experienced that the previously input password for the FTP or SFTP servers were all but forgotten after re-launching the app. As a matter of fact it is not forgotten – it is not allowed to be remembered of again!
The solution is to open Finder -> Applications -> Utilities -> Keychain Access and browse for the server’s address there, open up its’ properties and select the option that allows unrestricted access to the password for any program. Upon re-launching Coda 2 the password will be there filled in and the connection will once again be established right from the start.
Source: this ServerFault entry