I cannot find a save login function. Where is it?
When you login to Steam you have field for "username" "password" and under password there is option to save your login info.
Also FYI many games sold via Steam can be started directly via its exe - I have little over 300 games in my Steam account and 20-30% of them can be started without having Steam running (mostly old games, indies, almost all Paradox games etc.).