Well, 1st of all, thanks for this guide!
After not playing with MaNGOS for quite some time, it was the best description to get my server running ASAP.
This one bothered me for quite some time... not that I forgot to add the password, but that I had to add it every time I did something with mysql.
But there is a little trick, to make mysql-commands somewhat "easier". Just issue the following command
alias mysql='mysql -pPASSWORD'
before you start all the mysql stuff (replace PASSWORD with your own, maybe use double quotes to escape special chars and don't forget the single quotes). After that you don't have to add the password all the time.
I wouldn't put it in "~/.bashrc" or "~/.alias", or whatever file is sourced on startup, because the password is plain text... but for a quick installation, it should be ok.