As it took me a while to get automated server connections to AFS servers, the following might help someone else save some time. Here's how I did it...

Short version
A correct AFP URL file has to be created and put into the login items panel.

Details
The format of an AFP URL is:

afp://[username[;AUTH=authtype][:password]@]
  server_name[:port]/[volumename][/path]

Note: Shown on two rows for a narrower display; enter as one row without any spaces when creating the AFP URL.

An AFP URL can be generated by dragging the above text (adjusted to your needs) from anywhere typing is possible (like TextEdit, Stickies, etc.) to the desktop. The resulting file can be renamed arbitrarily. Future versions of OS X might depend on the suffix ".afploc", though.

Examples
The user vogunaescht wants to access his home directory vogunaescht_home on the volume shared_hd on the server afp.somewhere.net. His password is letmein. The afp url looks like this:

afp://vogunaescht:letmein@afp.somewhere.net
  /shared_hd/vogunaescht_home

[Shown on two rows]

Guest access to the shared volume shared_hd on the server with the IP address 192.168.1.234 looks like this:

afp://;AUTH=No%20User%20Authent@192.168.1.234/shared_hd/

Reference
Networking Developer Documentation: Apple Filing Protocol Client