OUCS web services are generally designed to work with Webauth, which means that you only have to log in once to access several services in the same session. Nexus email web interface (Outlook Web Access) is one exception; you have to enter your username and password separately to access this service.
Other services within the University can also make use of Webauth. When they need you to login they will redirect you to the webauth.ox.ac.uk server where you can enter your username and password. Note that these external services never directly ask for your username and password.