I have recently switched to Coda 2 on Mac (OSX 10.8.2) and under site definitions the host, username and all other information save fine. It will not, however save my passwords. I DO NOT have "ask each time" checked (preemptive answer). Any help would be greatly appreciated.
Found a solution for this. If you open up Keychain Access, find the key that is named after your site so for example ftp.sitename.com. Double click it and go to access. Make it so that any program can use it. Then if you go back to Coda, enter the password once and d/c. It should be saved when you re-open the program :)