Sergio describes on his blog how you can connect with sql+ to to a database without the need of the tnsnames.ora file. This is great, but only available since 10gR1, and you have to provide the password in the connect string.
About The Author
Aino Andriessen is principal consultant and expertise lead 'Continuous Delivery'. His focus is on Oracle Fusion Middleware ADF and SOA development, Continuous Delivery, architecture, improving the software development proces and quality management. He is a frequent presenter at Oracle Open World, ODTUG Kaleidoscope, UKOUG Technology Conference and OUGN Vårseminar. He writes articles and publishes at the AMIS technology blog (http://technology.amis.nl/blog/).