WinSCP can save and restore your whole workspace at once. Workspace consists of set of sites you are connected to.
If you connect to the same set of sites every time you use WinSCP, you can enable automatic workspace saving. To open workspace quickly, you can place shortcut to your saved workspace on desktop.
To save your workspace go to Session > Save Workspace. A Save Workspace dialog appears. You can save as many workspace as you like. Each saved workspace has its unique name.
Saved workspaces appear at the beginning of site list on Login dialog.
When saving workspace you have an option to create desktop shortcut to the saved workspace.
To restore workspace, select it on site list on Login dialog and press Login. The workspace saved (including automatic workspace saving), when WinSCP was closed the last time, is automatically selected, when Login dialog opens.
You can also create desktop shortcut to open a workspace.
If you pin WinSCP to your Windows taskbar, you can use jumplist to open recently used workspaces.
In preferences or when saving workspace, you can enable automatic workspace saving. Once enabled, your workspace is automatically saved every time you close WinSCP. If you are not working with a specific workspace, when closing, your ad-hoc workspace is saved to a configured default name.
That workspace is automatically selected on Login dialog, when your start WinSCP the next time. You can also create desktop shortcut to open the workspace.