OpenID is meant as a distributed single signon protocol. Unlike corporate-only systems (ie, Google Accounts) however, you have to sign on at every single site. When I sign in to Gmail I am automatically signed in to Blogger, etc.

While the inability to store 'cookies' or similar across domains makes this not 100% possible, I have a suggestion that will make it easier.

Make every page on an OpenID-enabled site accept the openid_url GET parameter. If it is there, authenticate the user using that OpenID and then redirect back to the page the GET string was passed to – minus the openid_url parameter. Thus if I click a link from one OpenID-enabled site (where I am signed in) to another, I can be signed in automatically.

A browser plugin (ie, Firefox extension, or built into the browser as may come in Firefox 3) could be used to store the last-entered value into a form with text input named openid_url (dependent on user settings of course). This value would then be added to the GET request on any URL (or pertinent URL, depending) the browser goes to. OpenID-less sites won't care, OpenID-enabled sites will automatically sign you in.