The last server to which you've successfully connected always appears in the Address box. I'm not sure how to clear that line, but even if you delete a preferences file, chances are the information is cached by the Finder, so you'd probably have to do a restart after deleting the appropriate preferences file. In any case it's not especially necessary.
In the Connect To Server dialog click the blue button with the down-pointing triangle to reveal the network browser. Navigate to the remote volume you want and simply double-click it.
To make an alias of a connected server, simply select its icon on the Desktop (if you've made it visible in Finder Preferences) or the Finder Column View (it will appear in the very first column) and select "Make Alias..." from the File menu. You can also add servers to your Favorites by the usual method (e.g., open the remote volume and select "Add to Favorites" from the File menu.
There is a known issue where old incorrect addresses may appear in the server list. The solution to this is to delete the file /var/slp.regfile on each computer and then restart the client computer.