Huzzah!
I’ve been looking for this option for ages, and I just stumbled upon it. You can make OS X connect automatically to wireless networks that it trusts, this is good and quite useful, but somehow I’d managed to stop it from trusting my home network, meaning I had to manually click the network everytime I want to connect, until now.
The option is under System Preferences > Network > Airport.
Alter By default, join ‘Automatic’ to ‘A specific network’ and tell it which network and the wepkey and you’re away!
Yay!