On my windows box mstsc.exe caches the last ten hosts I connected to. However, I connect to about 15 on a regular basis, so increasing the number that the combobox remembers would be really welcome.
Not that I've ever seen, it seems to be a hardcoded limit in the client. The MRU list is stored in
There are other packages out there that let you manage connections, though. Maybe have a go at one of them. Have a look at this question I posted a while back. I personally like mRemoteNG.